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Lectures are 9:00 to 10:25, Tuesday and Thursday, in Jorgensen 74.
The material to be covered in each lecture is outlined below (italicized entries indicate important academic calendar dates, boldface entries indicate assignment due dates). This schedule may change during the term as necessary.
| Date | Lecture/Homework | Handouts | |
|---|---|---|---|
| 01/04 | T | Course Introduction; Introduction to Optimization and Math Programming | Slides (PDF) |
| 01/06 | Th | Fundamental Theorems of Optimization | Slides (PDF) |
| 01/11 | T | Optimization: Duality Theory and Economic Interpretations | (Same Slides) |
| 01/13 | Th | Optimization: Simplex Methods | (Same Slides) |
| 01/17 | M |
Homework 1 Due Martin Luther King, Jr. Day (Institute Holiday) |
|
| 01/18 | T | Optimization: Simplex Methods | Slides (PDF) |
| 01/20 | Th | Game Theory: Mixed and Pure Strategies | Slides (PDF) |
| 01/21 | F | Last Day for Adding Courses | |
| 01/25 | T | Game Theory: Dominant and Rationalizable Strategies |
Slides (PDF) Homework 1 Solutions |
| 01/27 | Th |
Homework 2 Due (MATLAB Sample Code) Game Theory: Nash Equilibria |
Slides (PDF) |
| 02/01 | T | Bayesian Decision Theory: Utility Functions | No Slides |
| 02/03 | Th | Bayesian Decision Theory: Decision Trees |
No Slides Homework 2 Solutions |
| 02/08 | T |
Homework 3 Due Bayesian Decision Theory: Choice Under Uncertainty |
|
| 02/10 | Th | Bayesian Decision Theory | |
| 02/15 | T | Bayesian Decision Theory | |
| 02/17 | Th | Experiments with humans on information and markets: information aggregation. | |
| 02/21 | M | Presidents' Day (Institute Holiday) | |
| 02/22 | T | The monetary value of information. Strategies under uncertainty. | |
| 02/23 | W | Last Day for Dropping Courses | |
| 02/24 | Th |
Integrating optimization, economics and electrical engineering: An
intoroduction to the Kalman Filter.
Homework 4 Due Fundamental Concepts of Economics: Market Equilibrium |
Homework 3 Solutions |
| 03/01 | T | Fundamental Concepts of Economics: Auctions and Mechanism Design | |
| 03/03 | Th |
Homework 5 Due Selected Topics in Economics |
|
| 03/08 | T | TBA | |
| 03/09 | W | Last Day of Classes | |
| 03/11 | F | Homework 6 Due | Homework 4 Solutions Homework 5 Solutions Homework 6 Solutions |