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Catalog description: Introduction to optimal control theory; calculus of variations, maximum principle, dynamic programming, feedback control, linear systems with quadratic criteria, singular control, optimal filtering, stochastic control. Fall 2006: During this semester, the course will emphasize

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2 OPTIMAL CONTROL OF DISCRETE-TIME SYSTEMS 19 3 OPTIMAL CONTROL OF CONTINUOUS-TIME SYSTEMS 110 4 THE TRACKING PROBLEM AND OTHER LQR EXTENSIONS 177 5 FINAL-TIME-FREE AND CONSTRAINED INPUT CONTROL 213 6 DYNAMIC PROGRAMMING 260 7 OPTIMAL CONTROL FOR POLYNOMIAL SYSTEMS 287 8 OUTPUT FEEDBACK AND STRUCTURED CONTROL …

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The main purpose of this course is to present an introduction to control of dynamic stochastic Dynamic Programming and Optimal Control, Vol. I, Athena Scientific; 3rd edition , 2005 D. Bertsekas, Dynamic Programming and Optimal Control, Vol. II (Approximate Dynamic Programming), Athena Scientific; 4th edition, 2012 W. B. Powell, Approximate Dynamic Programming…

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