Optimal Control Theory

ESE-680 Fall 2011

Schedule is subject to change.

Date Lecture Related Materials
Sep 7 (W) Introduction Reading: section 1.1
Sep 12 (M) No class
Sep 14 (W) No class
Sep 19 (M) Unconstrained Finite Dimensional Optimization Reading: section 1.2
Sep 21 (W) Constrained Finite Dimensional Optimization Reading: section 1.2
Sep 26 (M) Preview of Infinite Dimensional Optimization Reading: section 1.3
Sep 28 (W) Calculus of Variations: Examples Reading: section 2.1
Oct 3 (M) Basic calculus of variations problem Reading: sections 2.2, 2.3, 2.4
Homework 1 is out
Oct 5 (W) Calculus of variations: second-order conditions Reading: sections 2.5, 2.6
Oct 10 (M) Fall Break
Oct 12 (W) Optimal control problem formulation Reading: section 3.3
Oct 17 (M) Variational approach to the fixed-time, free-endpoint problem Reading: section 3.4
Homework 1 is due.
Oct 19 (W) The Maximum Principle Reading: section 4.1, 4.3
Oct 24 (M) No class
Oct 26 (W) Time-optimal control problems Reading: section 4.4
Oct 31 (M) Dynamic programming and the HJB equation Reading: section 5.1
Nov 2 (W) Linear quadratic regulator: finite-horizon Reading: section 6.1
Nov 7 (M) Infinite-horizon LQR and LQG Reading: section 6.2
Slides on LQG
Nov 9 (W) Estimation & Kalman filters Slides on estimation
Kalman filtering slides
Nov 14 (M) No class
Nov 16 (W) Game theory: Introduction Reading: Notes
Slides: Game Theory
Nov 21 (M) No class Homework 2 is due (in office).
Nov 23 (W) No class
Nov 28 (M) Differential games Reading: Notes
Slides: Differential games
Nov 30 (W) Model predictive control Slides: Introduction to MPC
Explicit MPC
Dec 5 (M)
Dec 7 (W)