PhD Course on Optimal Control
Lecturers: Kaoru Yamamoto (course responsible), Yury Orlov
- 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.
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.
- 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
- TBA: L8 Student presentations
- 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
Daniel Liberzon, Calculus of Variations and Optimal Control: A Concise Introduction, Princeton University Press, 2012. ISBN 978-0-691-15187-8.