ECE 715 / Optimal Control of Dynamical Systems

3 unit(s)

This course will provide an overview of the fundamentals of the theory of optimal control, focusing on its various formulations and solution strategies using variational approaches and dynamic programming. Topics include optimal control of discrete-time systems, calculus of variations and optimal control in the continuous-time domain, optimal control based on dynamic programming, classical linear quadratic regulators, and application of the Pontryagin’s minimum principal to optimal control of dynamical systems with input and state constraints.