PhD Course on Optimal Control

Lecturers: Kaoru Yamamoto (course responsible), Yury Orlov



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.




Daniel Liberzon, Calculus of Variations and Optimal Control: A Concise Introduction, Princeton University Press, 2012. ISBN 978-0-691-15187-8.