ECTS : 4
Volume horaire : 36
Description du contenu de l'enseignement :
Chapter 1: Some basic notions : Extremum of a subset of R, Topology (norms, convergent sequences, continuous functions)
Chapter 2: First notions of optimization: Notions of differential calculus (partial derivatives, Taylor's formula), first and second order conditions, concave case, functions defined on a compact set.
Chapter 3: Constrained optimization: Karush-Kuhn-Tucker conditions
Compétence à acquérir :
This course focuses on a recurring problem in economics: optimizing a recursive function under constraints.
Mode de contrôle des connaissances :
A mid-term exam and a final exam
Bibliographie, lectures recommandées :
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