Course Overview

The purpose of this course is to provide incoming PhD students in the Economics Department and Kellogg with the essential mathematical tools for their programs. The course covers topics in real analysis, linear algebra, optimization, and dynamics. Aside from providing mathematical tools, one of the primary aims of this course is to develop the level of mathematical sophistication necessary to conduct research in modern economics. The course will therefore emphasize logical clarity and mathematical rigor, along with the ability to follow and construct mathematical proofs.

There will be daily lectures, followed by problem sessions and daily problem sets. Since there are no grades for this course, these assignments will not be collected. On the last day of class, there will be an optional final exam. This exam will be graded, but for the sole purpose of letting you check your level of mastery of the course material.

Course Dates and Textbook Information

• The course will run from September 2 through September 19, with classes being held Monday-Friday (with the exception of the day of the WCAS graduate student orientation, when class is canceled - Mercedes Thomas will have details about the schedule of this orientation). Lectures will be 9am-12pm with problem sessions 1pm-2pm. The econometrics refresher class will most likely be held 3pm-4pm each afternoon that we have class. Classes will be held in room 3245.
• The textbook for this course will be A First Course in Optimization Theory, by Rungarajan Sundaram (1996). I will be following the Sundaram textbook fairly closely. I will change the order of a few topics and expand on some others, but the textbook is a good gauge of what the course will entail. I will also distribute some lecture notes during the course.

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