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This course studies basic optimization and the principles of optimal control.
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English
English [CC]
FREE
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Description
It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and approaches based on Pontryagin’s maximum principle, and it includes many examples and applications of the theory.
Course content
- Nonlinear optimization Unlimited
- Nonlinear optimization: constrained nonlinear Unlimited
- Dynamic programming Unlimited
- HJB equation Unlimited
- Calculus of variations Unlimited
- Calculus of variations applied to optimal control Unlimited
- Numerical solution in MATLAB Unlimited
- Properties of optimal control solution Unlimited
- Constrained optimal control Unlimited
- Singular arcs Unlimited
- Estimators/Observers Unlimited
- Stochastic optimal control Unlimited
- LQG robustness Unlimited
- 16.31 Feedback Control Systems Unlimited
- Signals and system norms Unlimited
- Model predictive control Unlimited
Instructor
Massachusetts Institute of Technology
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