Optimal Control of Dynamic Systems

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.

Quarters Scheduled: 

2012d Fall

Units: 

4

Prerequisites: 

none

Course Number: 

ECE271C/ME254