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: secondorder 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 fixedtime, freeendpoint 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)  Timeoptimal 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: finitehorizon  Reading: section 6.1 
Nov 7 (M)  Infinitehorizon 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)  
