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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2011/2012

Optimal Decision and Control

The course is not on the list Without time-table
Code Completion Credits Range
35ORR Z,ZK 4 3+1s
The course is a substitute for:
Optimal Decision and Control (X35ORR)
Lecturer:
Tutor:
Supervisor:
Department of Control Engineering
Synopsis:

The aim of the subject is to explain problems and give the solution of

optimal control and decision problems. Static and Dynamic Optimization

Problems and its Solution. Linear and Nonlinear Programming. Necessary and

sufficient conditions of optimum, Duality of mathematical programming

problems, Least squares problems, Cholesky and Bierman factorization,

Numerical methods of mathematical programming. Game theory. Optimal control

of deterministic and stochastic systems. Predictive control, Maximum

principle, Principle of optimality and Dynamic programming.

Requirements:
Syllabus of lectures:

1. Optimal Control and Decission, Static and Dynamic Problems

2. Mathematical Programming, Saddle Point, Duality

3. Quadratic Forms Minimization

4. Cholesky Factorization, LDU Factorization, Updating of Factors

5. Linear Programming, Simplex method

6. Numerical Methods of Mathematical Programming

7. Numerical Methods

8. Introduction to Theory of Games

9. Dynamic Control Problem and its Solution by Variational Methods

10. Principle of Optimality and Dynamic Programming

11. Optimal Control of Stochastic Systems

12. Cautious and Certainty Equivalent Strategies

13. Maximum Principle

14. Numerical Methods in Dynamic Optimization

Syllabus of tutorials:

1. - 14. The aim of seminars is to understand optimization methods with help of Optimization Toolbox in MATLAB. To solve given optimization problem.

Study Objective:
Study materials:

[1] Luenberger, D.G.: Linear and Nonlinear Programming. Addison-Wesley Pub.

Co. 1989

[2] Bryson A. E. Yu-Chi-Ho: Applied Optimal Control, Blaisdell Publishing Co., London, 1969

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Generated on 2012-7-9
For updated information see http://bilakniha.cvut.cz/en/predmet11012104.html