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Suggested order of topics

  1. Numerical Linear Programming
  2. Introduction to Numerical Optimization
  3. Review of Basic Optimization Techniques
  4. Nonlinear Programming and Concave Optimization
  5. Introduction to the Calculus of Variations and Isoperimetric Variational Problems
  6. Finite-Horizon Deterministic Optimal Control in Continuous Time
  7. Infinite-Horizon Deterministic Optimal Control in Continuous Time
  8. Infinite-Horizon Deterministic Optimal Control in Discrete Time
  9. Infinite-Horizon Stochastic Optimal Control in Discrete Time