ESE-680 Fall 2011

Welcome to the website of ESE-680 Fall 2011 ## Time and LocationMondays and Wednesdays, 1:30-3:00 PM, in Towne 307. ## InstructorProf. George J. Pappas, Department of Electrical and Systems Engineering. ## TextCalculus of Variations and Optimal Control Theory: A Concise Introduction, by Daniel Liberzon. Other books/papers will be provided. ## Course ContentsThe goal of this special topics course is to read the textbook. Topics will include: Introduction The goals of the course; path optimization vs. point optimization; basic facts from finite-dimensional optimization.Calculus of variations Examples of variational problems; Euler-Lagrange equation; Hamiltonial formalism and Legendre transformation; mechanical interpretation; constraints; second variation and Legendre's necessary condition; weak and strong extrema; conjugate points and sufficient conditions.The maximum principle Statement of the optimal control problem; variational argument and preview of the maximum principle; statement and proof of the maximum principle; relation to Lie brackets; bang-bang and singular optimal controls.Hamilton-Jacobi-Bellman equation Dynamic programming; sufficient conditions for optimality; viscosity solutions of the HJB equation. LQR problems Other topics Optimal control on manifolds, model-predictive control, differential game theory, stochastic control.
## PrerequisiteESE 500 Linear Systems is required. ESE 617 Nonlinear systems is suggested but not required. Please skim through the book to determine whether you feel comfortable with the text. ## RequirementsThis class will be reading style format where research-oriented students will lead the presentation of each lecture. Depending on the number of students, there may be a class project and/or a take home final exam. |