University of Arizona 3 credits Mathematics
Calculus of Variations: Euler-Lagrange; Classical Mechanics; Legendre-Fenchel; Elements of Convexity, Duality and Finite Dimensional Optimization; Lagrange multipliers. Optimal control and Dynamic Programming: Linear Quadratic Control; Bellman-Hamilton-Jacobi; Pontryagin Minimal Action Principle; DP in Optimal Control and Discrete Mathematics. Mathematics of Uncertainty: Basic Concepts from Statistics and Stochastic Processes. Inference and Learning Methods: exact and approximate inference and learning; sampling; Monte-Carlo methods; Graphical Models; Neural Networks. Other topics as chosen by the instructor.
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