Optimal Decision and Control
Code | Completion | Credits | Range |
---|---|---|---|
E35ORR | Z,ZK | 4 | 3+1s |
- The course is a substitute for:
- Optimal Decision and Control (XE35ORR)
- 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: