ELL 703 - Optimal Control Theory


Course Content

Maximization of functionals of a single and several functions using calculus of variations, Constrained extremals, Euler-Lagrange Equation

Necessary conditions for optimal control, Pontryagin's minimum principle and state inequality constraints, Minimum time problems, Minimum control effort problems

Linear quadratic regulator problems, Riccati Equation

The principle of optimality, Application of the principle of optimality to decision making, Dynamic programming applied to routing problems, Solving optimal control problems using dynamic programming

Discrete linear regulator problem, Hamilton -Jacobi -Bellman Equation, Numerical Techniques to determine optimal trajectories.

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