With this function you can construct your weekly calendar of lessons, which is customized on the basis of the courses that you intend to follow. Warning: the personal schedule does not replace the presentation of the study plan! It's an informal tool that can help you better manage the organization of class attendance before the study plan presentation. After the study plan presentation we recommend you to use the Lecture timetable service in your Online Services.
To create your customized schedule follow these instructions:
- Click on the "Enable" link to proceed. You will be asked your surname and first name in order to determine your alphabetic grouping.
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To add or remove courses from your personal schedule, use the small icons which are found next to the courses:
- addition of the course
- removal of the course
- selection of the section of the Laboratory of Architecture
(Note: the effective area in which the teaching will be carried out will be determined after the presentation of the Study Plans)
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The sidebar on the left displays the number of lessons included in schedule.
There are also these commands:
- View the schedule: allows the viewing of the weekly synoptic schedule
- Delete the schedule: cancels the selections made
When you have finished the entry, you can print the calendar you have made.
Semester (Sem) | 1 | First Semester | 2 | Second Semester | A | Annual course | Educational activities | B | Identifying activities | Language | | Course completely offered in italian | | Course completely offered in english | -- | Not available | Innovative teaching | | The credits shown next to this symbol indicate the part of the course CFUs provided with Innovative teaching. These CFUs include:
- Subject taught jointly with companies or organizations
- Blended Learning & Flipped Classroom
- Massive Open Online Courses (MOOC)
- Soft Skills
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Academic Year
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2015/2016
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School
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School of Industrial and Information Engineering
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Name
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(Master of Science degree)(ord. 270) - MI (487) Mathematical Engineering
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Track
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MMF - Quantitative Finance
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Programme Year
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1
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ID Code
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097662
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Course Title
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STOCHASTIC OPTIMAL CONTROL
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Course Type
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Mono-Disciplinary Course
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Credits (CFU / ECTS)
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8.0
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Semester
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Second Semester
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Course Description
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Introduction to dynamical stochastic optimization problems, motivations, examples in Finance. Controlled stochastic systems in discrete
and continuous time, strategies and payoffs. Dynamic programming: the value function and the Bellman principle. Backward induction and the Hamilton-Jacobi-Bellman equation in discrete time. The Hamilton-Jacobi-Bellman equation in continuous time: verification theorems for smooth solutions. Applications to portfolio optimization. Introduction to viscosity solutions of the Hamilton-Jacobi-Bellman equation. An overview of more general dynamical optimization problems.
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Scientific-Disciplinary Sector (SSD)
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Educational activities
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SSD Code
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SSD Description
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CFU
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B
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MAT/06
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PROBABILITY AND STATISTICS
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8.0
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Schedule, add and remove | Alphabetical group | Lecturer(s) | Language | Teaching Assignment Details |
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From (included) | To (excluded) |
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--- | A | ZZZZ | Fuhrman Marco Alessandro | | |
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