ECE271C - Optimal Control of Dynamic Systems

Units: 4

Co-requisits: Linear Systems I

Instructor(s): Bamieh


Calculus of variations and Gateaux and Frechet derivatives. Optimization in dynamic systems and Pontryagin’s principle. Invariant Imbedding and deterministic and stochastic Dynamic Programming. Numerical solutions of optimal control problems. Min-max problems and differential games. Extensive treatment of Linear Quadratic Problems.