Optimal Control for Dynamic Systems
EE-736 / 3 credits
Teacher(s): Faulwasser Timm, Jiang Yuning
Language: English
Remark: Next time: Spring 2026
Frequency
Every 2 years
Summary
This doctoral course provides an introduction to optimal control covering fundamental theory, numerical implementation and problem formulation for applications.
Content
- Recap of finite dimensional optimization and numerical methods for optimization
- Fundamentals of Caculus of variations and optimization in function spaces
- Closed-loop and open loop optimal control
- Calculus of variations and optimal control
- Pontryagin's Maximum Principle
- Numerical optimal control
- Singular problems and minimum time control
- Dissipativity and optimal control
- Hamilton-Jacobi-Bellman equations
- Sampled-data predictive control
- Research outlook
- Exercises: pen and paper, programming; depending on the individual knowledge of the students
Learning Outcomes
By the end of the course, the student must be able to:
- Solve control problems arising in their research projects by means of optimal control approaches.
Assessment methods
Oral presentation.
Resources
Bibliography
- LIBERZON, Daniel. Calculus of variations and optimal control theory: a concise introduction. Princeton university press, 2011
Moodle Link
In the programs
- Number of places: 30
- Exam form: Oral presentation (session free)
- Subject examined: Optimal Control for Dynamic Systems
- Courses: 32 Hour(s)
- Exercises: 12 Hour(s)
- Type: optional
- Number of places: 30
- Exam form: Oral presentation (session free)
- Subject examined: Optimal Control for Dynamic Systems
- Courses: 32 Hour(s)
- Exercises: 12 Hour(s)
- Type: mandatory