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Магистратура 2019/2020

Математика для экономистов

Статус: Курс обязательный (Экономика: исследовательская программа)
Направление: 38.04.01. Экономика
Когда читается: 1-й курс, 1 модуль
Формат изучения: без онлайн-курса
Прогр. обучения: Экономика: исследовательская программа
Язык: английский
Кредиты: 3

Course Syllabus

Abstract

The objective of the course is to equip the students with some of the theoretical foundations of the modern mathematics and what is more important with the analytical methods of solving problems posed by the micro and macro analysis.
Learning Objectives

Learning Objectives

  • The course has been designed to convey to the students how mathematics can be used in the modern micro and macro economic analysis.
  • Emphasis is placed on the model-building techniques, methods of solution and economic interpretations.
  • Topics studied comprise the following: methods of optimization, dynamic programming, optimal control theory.
Expected Learning Outcomes

Expected Learning Outcomes

  • Have the ability to solve optimization problems in the case of numerous inequality constraints,
  • Have acquired the knowledge of the methods of the optimal control theory its applicability for solving problems in economics
  • Have acquired the knowledge of the methods of the dynamic programming and its applicability for solving problems in economics
Course Contents

Course Contents

  • Basics of optimization, elements of convex analysis and Kuhn-Tucker method
  • Dynamic Optimization in Continuous Time
  • Finite-Horizon Dynamic Programming
Assessment Elements

Assessment Elements

  • non-blocking Final test
    Open questioned test
  • non-blocking Homework 1
    Homework will be collected, marked and returned to the students
  • non-blocking Homework 2
    Homework will be collected, marked and returned to the students
Interim Assessment

Interim Assessment

  • Interim assessment (1 module)
    0.6 * Final test + 0.2 * Homework 1 + 0.2 * Homework 2
Bibliography

Bibliography

Recommended Core Bibliography

  • Dynamic optimization : the calculus of variations and optimal control in economics and management, Kamien M. I., Schwartz N. L., 2012
  • Kamien, M. I., & Schwartz, N. L. (2012). Dynamic Optimization, Second Edition : The Calculus of Variations and Optimal Control in Economics and Management (Vol. 2nd ed). Mineola, N.Y.: Dover Publications. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1154370
  • Mathematics for economists, Simon C. P., Blume L., 1994

Recommended Additional Bibliography

  • A first course in optimization theory, Sundaram R. K., 2011