Modeling with Dynamics and Control 2

Modeling with Dynamics and Control 2
Introduction to integral equations, calculus of variations, stochastic differential equatons, optimal stochastic control; common algorithms used for these systems.
MATH
438
 Hours3.0 Credit, 3.0 Lecture, 0.0 Lab
 PrerequisitesMATH 402 & MATH 436; concurrent enrollment in Math 404, 439.
 TaughtWinter
 ProgramsContaining MATH 438
Course Outcomes

Introduction to modeling with the Calculus of Variations, Optimal Control, and Uncertainty Quantification

Introduction to modeling with the Calculus of Variations, Optimal Control, and Uncertainty Quantification. Specific topics include: specific problems in the calculus of variations, Euler-Lagrange equations, natural boundary conditions, higher order derivatives, secondary conditions for maxima/minima, derivation of Pontraygin's maximum principle, modeling with optimal control applied to biological, physical and the health sciences, Bayesian approach to uncertainty quantification for simple models.

. For detailed information about the desired learning outcomes visit the Math 438 Wiki page.