Course Information

Lectures: Tuesdays and Thursdays, 9:50 AM -- 11:25 AM, Crown Classroom 203

Instructor:  Abhishek HalderDept. of Applied Mathematics


Office hours: Thursdays, 3:30 PM -- 5:30 PM, Baskin Engineering 365B



L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, E. F. Mishechenko, The Mathematical Theory of Optimal Processes. (Authorized Translation from the Russian), Interscience publishers, 1962.

D. Liberzon, Calculus of Variations and Optimal Control Theory: A Concise Introduction. Princeton University press, 2011.

A. Bryson, Y-C. Ho, Applied Optimal Control, 1st ed. Routledge, 1975.

W.H. Fleming, and H.M. Soner, Controlled Markov Processes and Viscosity Solutions. Springer, Stochastic Modeling and Applied Probability, 2006.

P.R. Kumar, and P. Varaiya, Stochastic Systems: Estimation, Identification, and Adaptive Control. SIAM Classics in Applied Mathematics, 2015.


Grading Policy  

Rubric: Homeworks: 50%,       Mid-term exam: 20%,       Final exam: 30%

Homeworks:  Please follow the instructions below to submit the Homeworks.

Step1: Click on any to see the problem as static html page. In each of the resulting html pages, top right corner, right click the down arrow sign, and save the respective file as .ipynb
Step 2: Install Jupyter Notebook in your computer: (assumes python is already installed). If you're using mac/unix, python usually comes pre-installed. You can also do the following from terminal: 
sudo easy_install jupyter
Step 3: Once installed, simply run the following command from terminal: jupyter notebook
You should see the notebook dashboard open in your computer's default web browser. From there, simply click on the downloaded .ipynb file to open/edit it.
Step 4: Type your solution as "Solution cells" below the respective "Question cells" (Insert > Insert Cell Below). In the menu option, you will see a dropdown that lets you select code/markdown etc. Select Markdown there. Then you can type inline math within single dollar sign (as in latex), newline math within double dollar sign. You can click on question cells to get the idea. Execute any cell by pressing Shift + Return.
Step 5: Once you finish typing the solutions below the questions, save your notebook as YourLastnameYourFirstnameInitial_Sol_HW1.ipynb etc. (for example, for my name, HalderA_Sol_HW1.ipynb).
Step 6: Send all your solution notebook inside single zipped folder "" via e-mail attachment to me (
P.S. If needed, you can insert local image file in your markdown cell as either 
<img src="imagename.png"> or ![alt text](imagename.png "Title")

Mid-term exam: Will be held in-class on May 07, 2019. This is closed-book, closed-notes, closed-electronic devices. No calculator allowed. No cheat sheets.

Final exam: Take-home. Will be assigned on June 10, 2019. Due on June 13, 2019.

Academic honesty (zero-cheating policy): Any form of cheating or dishonest academic activities (using notes, books, smartphones, tablet PCs, or other electronic devices; copying from someone else, etc.) during exams will not be tolerated and such students will receive a failing grade. Any students with such activities, if caught by the instructor, or classmates, will be reported to the department.


Students With Disabilities

UC Santa Cruz is committed to creating an academic environment that supports its diverse student body. If you are a student with a disability who requires accommodations to achieve equal access in this course, please submit your Accommodation Authorization Letter from the Disability Resource Center (DRC) to me privately during my office hours or by appointment, preferably within the first two weeks of the quarter. At this time, I would also like us to discuss ways we can ensure your full participation in the course. I encourage all students who may benefit from learning more about DRC services to contact DRC by phone at 831-459-2089, or by email at