MATH 438
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Modeling with Dynamics and Control 2
Mathematics
College of Computational, Mathematical, & Physical Sciences
Course Description
Introduction to integral equations, calculus of variations, stochastic differential equatons, optimal stochastic control; common algorithms used for these systems.
When Taught
Winter
Min
3
Fixed
3
Fixed
3
Fixed
0
Other Prerequisites
concurrent enrollment in Math 439.
Title
Introduction to modeling with the Calculus of Variations, Optimal Control, and Uncertainty Quantification
Learning Outcome
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.
