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) | |
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