608.909 (17W) Optimal Control and Dynamic Games

Wintersemester 2017/18

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Erster Termin der LV
11.10.2017 17:00 - 18:00 , L.2.2.12
... keine weiteren Termine bekannt

Überblick

Lehrende/r
LV-Titel englisch
Optimal Control and Dynamic Games
LV-Art
Seminar (prüfungsimmanente LV )
Semesterstunde/n
2.0
ECTS-Anrechungspunkte
4.0
Anmeldungen
2 (20 max.)
Organisationseinheit
Unterrichtssprache
Englisch
LV-Beginn
01.10.2017
eLearning
zum Moodle-Kurs

LV-Beschreibung

Lehrmethodik

Note on the participation in the discussions: Questions for a better understanding of the presentations, the text or the exercises can be asked anytime. Only successful and positive contributions to the discussion will be assessed. Never hesitate asking anything if you feel it to be necessary!!

Inhalt/e

Introduction to optimal control and dynamic game theory and their applications to problems of economics and management science with special emphasis on macroeconomic policy.

Erwartete Vorkenntnisse

Target group: Master and PhD students in economics and business administration. The course is part of the curriculum of the doctoral program MSOBE.

Prerequisites: Working knowledge of the English language; basic knowledge of economics; basics of calculus and linear algebra; some knowledge of intermediate economics and/or quantitative management (operations research) desirable.

Literatur

M.D. Intriligator, Mathematical Optimization and Economic Theory. SIAM Classics in Applied Mathematics, Philadelphia, PA 2002, Parts IV and V (chapters 11–16).

T. Basar, G.J. Olsder, Dynamic Noncooperative Game Theory, 2nd ed. SIAM, New York 1999.

M.L. Petit, Control Theory and Dynamic Games in Economic Policy Analysis. Cambridge University Press, Cambridge, UK 1990.

G. Feichtinger, R.F. Hartl, Optimale Kontrolle ökonomischer Prozesse: Anwendungen des Maximumprinzips in den Wirtschaftswissenschaften. De Gruyter, Berlin 1986.

Prüfungsinformationen

Prüfungsmethode/n

Prerequisites for a positive assessment:

Oral and written examination at the end of the course (40 % each). Alternative: written seminar paper.

Execution of some exercises (10 %).

Positive assessment of the participation in the discussions (10 %).

Regular attendance.

Note on the seminar paper: The topic of the paper will be given individually to each student by the lecturer after having discussed the aims of the Master/PhD student (his/her previous work and/or intended dissertation fields). There will be ample time to deliver the paper after the end of the course. It shall show the student’s ability to apply the techniques taught in the course to a problem close to his/her interests and prepare him/her for successful work on his Master/PhD thesis. The paper can be written in either English or German.

Beurteilungsschema

Note/Grade Benotungsschema

Position im Curriculum

  • Doktoratsprogramm Modeling, Simulation and Optimization in Business and Economics (SKZ: ---, Version: 16W.1)
    • Fach: Modelling, Simulation, Optimization in Business and Economics (Pflichtfach)
      • Modelling, Simulation, Optimization in Business and Economics ( 0.0h XX / 0.0 ECTS)
        • 608.909 Optimal Control and Dynamic Games (2.0h SE / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Sozial- und Wirtschaftswissenschaften (SKZ: 300, Version: 12W.4)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 40.0h XX / 80.0 ECTS)
        • 608.909 Optimal Control and Dynamic Games (2.0h SE / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Sozial- und Wirtschaftswissenschaften (SKZ: 784, Version: 12W.4)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 40.0h XX / 80.0 ECTS)
        • 608.909 Optimal Control and Dynamic Games (2.0h SE / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Sozial- und Wirtschaftswissenschaften (SKZ: 784, Version: 09W.2)
    • Fach: Lehrveranstaltungen auf postgradualem Niveau (Pflichtfach)
      • Lehrveranstaltungen auf postgradualem Niveau ( 6.0h SE / 0.0 ECTS)
        • 608.909 Optimal Control and Dynamic Games (2.0h SE / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Sozial- und Wirtschaftswissenschaften (SKZ: 784, Version: 09W.2)
    • Fach: Spezielle Lehrveranstaltungen (Pflichtfach)
      • Spezielle Lehrveranstaltungen ( 6.0h LV / 0.0 ECTS)
        • 608.909 Optimal Control and Dynamic Games (2.0h SE / 4.0 ECTS)

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