UT Dallas 2015 Graduate Catalog

OPRE7320 - Optimal Control Theory and Applications

OPRE 7320 Optimal Control Theory and Applications (3 semester credit hours) This course is an introduction to Optimal Control Theory and a survey of its selected applications in finance, production, marketing and economics. Relationships to dynamic programming and Kuhn-Tucker conditions are also pointed out. emphasis is on modeling and not on mathematical rigor. Students should have two semesters of calculus including some knowledge of differential equations and linear algebra or instructor consent required. (3-0) Y