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Teaching:Theory of Optimal Control

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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

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