Review session tomorrow Thursday @1415, room 1220 - updated!

Suggested agenda (feel free to suggest and request!): review optimal control theory. Which likely would amount to:

  • Conditions
  • How to handle "the next question after 'state the conditions'"
  • As much about differential equation systems as needed
  • UPDATE: I could cover for example one of the following problems from the compendium - a bit subject to what you think you struggle at. (Reducing to systems? 9-02/04/10 then. Considering behaviour of p and then inferring from that? 9-13/14 then.)
    • 9-07, which was assigned as least priority for Friday; then Sondre could spend more time on the higher priority questions. 
    • 9-02; a concave problem leading to a diff.eq. system. I did intend to assign this for a later seminar though; if covered tomorrow, I could assign "solve by way of current-value" to get a slightly different one.
    • 9-04 or 9-10 are not unlike 9-02.
    • 9-06: a bit different. Leads to a 2nd order equation, and has a slightly odd last question.
    • 9-13. I would not give this "Study possible behaviours" formulation on an exam, but it is more a hint than anything else. Not the easiest problem.
    • 9-14: as hint says, you need to split in cases ...

I want you to be able to leave as many old exam problems as possible unseen, I have compiled for you some rough idea of "how far will this skill level take you" over the ordinary exams 2011-2018 (all "mine"): 

  • Stating the conditions would on an average optimal control theory problem not be sufficient for the passmark (forty percent), but stating the conditions correctly and being able to check sufficiency would get you to a weak D. 
  • If you were also able to check that a given candidate pair satisfies the conditions from the maximum principle, it would amount to a weak C.
  • Further questions regularly include: (i) to apply the transversality condition to extract something about what happens near the end, and (ii) to do a sensitivity argument. Being able to do so - in addition to stating conditions, arguing for/against sufficiency and checking a given candidate - would amount to a B. 
  • Other questions would be to deduce a particular differential equation (system) etc.
    (No "Solve it"? In reality there are questions that would amount to solving it, but "not without hint".)
Published Mar. 27, 2019 2:40 PM - Last modified Mar. 27, 2019 2:47 PM