Inhalt des Dokuments
Teaching:Theory of Optimal Control
From Fachgebiet Regelungssysteme TU Berlin
Contents |
Integrierte Veranstaltung
Allgemeines
- LV-Nummer
- 0430 L 034
- Engl. Titel
- Theory of Optimal Control
- Durchführung
- Dr. Naim Bajcinca
- Gebiet
- 0430 Institut für Energie- und Automatisierungstechnik
FG Regelungssysteme - Inhalt
- Optimal control theory is a mature mathematical discipline with numerous applications in both science and engineering. Optimal control provides control laws for a given state-space description such that a certain cost is minimized and a set of constraints are respected. This course provides a rigorous and systematic introduction to concepts and computational mathematical machinery of optimal control. It addresses primarily - but is not limited to - the students of the Department of Electrical Engineering and Computer Sciences.
Topics: Calculus of variation. Hamiltonian mechanics. Pontryagin’s maximum principle. Hamilton-Jacobi-Bellman equation. Riccati equation. Kalman filtering. Game theory. Stochastic control theory.
Currently there are no comparable courses held at Fakultät IV.
- LV-Art
- 2 IV
- Beginn, Turnus
- wöchentlich
- Anrechenbarkeit
- Master (AT2),3 LP, wahlpflicht
Termine
Raumzeit: EN 187, Donnerstag, 14:00. Beginn: 16.04.2015