Lecturers: Dongjun Wu, Björn Olofsson, Karl Johan Åström
Location: Seminar room 3170-73
Time: lecture Monday 1300-1445, exercise Thursday 1300-1445
Contact: dongjun.wu _at_ control.lth.se
- Exam will be between Nov. 20th - Nov. 24th.
- The course resumes on Nov. 27th.
- Karl Johan will give the first lecture on Oct. 2nd at 13:00.
- Some students are travelling to US for a WASP trip. We thus postpone the 1st lecture to Oct. 2nd.
- The course is planned to start in the last week of September 2023
- Oct. 2, Lecture 1: Introduction, slides, video
- Oct. 5, Lecture 2: Calculus of variation, notes
- Oct. 9, Lecture 3: The maximum principle, notes
- Oct. 16, Lecture 4: Misc topics of the maximum principle, notes
- Oct. 23, Lecture 5: The proof of the maximum principle, notes
- Oct. 30, Lecture 6: Dynamic programming I, notes
- Nov. 6, Lecture 7: Dynamic programming II, notes
- Nov. 27, Lecture 8, 13:15 (Seminar room)
- Nov. 30, Exercise session, 15:30 (Large conference room)
- Dec. 4, Lecture 9, 13:15 (Seminar room)
Assignments and Exercises:
- E1, TeX file, solution guide, hand-in date: Oct. 12, 9am.
- E2, TeX file, solution guide, hand-in date: Oct. 12, 9am.
- E3, TeX file, solution guide, hand-in date: Oct. 19, 9am.
- E4, TeX file, solution guide, hand-in date: Oct. 26, 9am.
- E5, TeX file, hand-in date: Nov. 2, 9am.
- E6, TeX file, solution guide, hand-in date: Nov. 9, 9am.
Liberzon, Daniel. Calculus of variations and optimal control theory: a concise introduction. Princeton university press, 2011.
Bertsekas, Dimitri. Dynamic programming and optimal control: Volume I. Vol. 4. Athena scientific, 2012.