Optimal Control
PhD Course on Optimal Control
Lecturers: Kaoru Yamamoto (course responsible), Yury Orlov
News:
- The date of project presentation has changed to Apr 5 (Thu), 13:15 - 15:00.
- The date of exercise 6 has changed to Mar 1 (Thu). The room is Konferensrum stort, 1172 (lab F).
- Jan 30 - Typo corrected in the lecture slides of L2.
- Jan 23 - Typo corrected in the lecture slides of L1.
Couse Description:
This course introduces calculus of variations and optimal control theory. The course covers key topics in optimal control such as the maximum principle, dynamic programming and the Hamilton-Jacobi-Bellman equation, and the linear-quadratic regulator.
Location and Time:
With a few exceptions, all lectures and exercise sessions are given in the seminar room (M:2112B) at 13:15-15:00 on Tuesdays and Thursdays.
Lectures:
- Jan 23 (Tue): L1 Functional minimization, Calculus of variations (CV) problem
- Jan 30 (Tue): L2 Constrained CV problems, From CV to optimal control
- Feb 6 (Tue): L3 Maximum principle, Existance of optimal control
- Feb 13 (Tue): L4 Maximum principle (proof)
- Feb 20 (Tue): L5 Dynamic programming, Hamilton-Jacobi-Bellman equation
- Feb 27 (Tue): L6 Linear quadratic regulator
- Mar 5 (Mon): L7 Numerical methods for optimal control problems
- Apr 5 (Thu): L8 Student presentations
Exercises:
- Jan 26 (Fri): E1
- Feb 1 (Thu): E2
- Feb 8 (Thu): E3
- Feb 15 (Thu): E4
- Feb 22 (Thu): E5
- Mar 1 (Thu): E6 at lab F
Readings:
Daniel Liberzon, Calculus of Variations and Optimal Control: A Concise Introduction, Princeton University Press, 2012. ISBN 978-0-691-15187-8.