Class Notes

2009 Lectures at Peking and Renmin Universities Home Page

Attached below are classnotes that will be covered in the lectures.

I will not be able to cover all parts of the slides. I will focus on the basic points.

I will try to get through Chapter 6 Notes by Friday, May 22.

My priority in the second week will be to show you methods for dynamic programming and simple applications of projection methods.

By the way, the chapter numbers refer to my book chapters. You will not need to have my book but it will be useful if you do.