Optimal Control

WS 2022/23

Lecturer: Prof. Dr. Andrea Iannelli
Scope: 3V/1U
Credits: 6

General Information

Lecturer
Assistant
Prerequisites

The course is intended for students having visited Systemdynamische Grundlagen der Regelungstechnik / Einführung in die Regelungstechnik lectures.

Time and place

Monday 14:00-15:30, PWR 57 - V57.06
Friday 14:00-15:30, PWR 57 - V57.06
First lecture: 17.10.2022

Contents

In many practical control problems it is desired to optimize a given cost functional while satisfying constraints involving dynamical systems. These kind of problems typically fall into the area of optimal control, a centerpiece of modern control theory. This course gives an introduction to the theory and application of optimal control for linear and nonlinear systems. Topics covered in the course are:

  • Introduction to nonlinear optimization
  • Calculus of variations
  • The variational approach to optimal control
  • The dynamic programming approach to optimal control
  • Overview of numerical methods

Literature

The official studying material consists of the notes taken during the lectures and tutorials. 
Reference textbooks which are suggested (but by no means mandatory) reading material to study in more detail the topics covered during the course are
 
  • "Optimal Control Theory: An Introduction", Kirk D.E., 2004
  • "Calculus of Variations and Optimal Control Theory: A Concise Introduction", Liberzon D., 2012
  • "Dynamic Programming and Optimal Control", Vol. I, Bertsekas D., 2017

Information

  • The course is given in English.

Exam

 The exam will be an "open-book exam" (i.e., all non-electronic resources are permitted) and will last 120 minutes.

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