Optimal Control

WS 2023/24

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

External Links
C@MPUS ILIAS

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
Thursday 09:45-11:15, PWR 31- V31.01
First lecture: 16.10.2023 

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
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
  • "Numerical Optimal Control" notes from Profs. Diehl and Gros available at.
  • The course is given in English.

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

This image shows Andrea Iannelli

Andrea Iannelli

Prof. Dr.

Trustworthy Autonomy for Smart Adaptive Systems

This image shows Lukas Schwenkel

Lukas Schwenkel

M.Sc.

Research Assistant

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