Student gets acquainted with introduction to optimal control: principle of variations, Pontryagin's maximum principle, dynamic programming. Relations between these approaches.
Prerequisites for registration:
none
Course contents:
1.
Introduction to optimal control (allowance 6/0)
a.
Parametric optimisation
b.
Functions and cost functions
2.
Standard optimal control problem (allowance 6/0)
a.
Fixed final time and state
b.
Fixed final time and free state
c.
Free final time and state
3.
Dynamic programming (allowance 6/0)
Recommended or required reading:
Basic:
MIKLEŠ, J. – FIKAR, M. Process Modelling, Identification, and Control. Berlin Heidelberg: Springer Berlin Heidelberg New York, 2007. 480 s. ISBN 978-3-540-71969-4.
KIRK, D. Optimal Control Theory: An Introduction. Englewood Cliffs, New Jersey: Prentice Hall, 1970. 464 s.