ECE 551 - Optimal Control


Description:    Credit 4. Optimal control of dynamic systems in continuous and discrete time; maximum principle; dynamic programming  and constraints; learning systems.

Prerequisite:  ECE 550 or consent of instructor

Textbooks: Optimal Control: An Introduction to the Theory With Application by Leslie M. Hocking, Oxford Univ Press, 1991.

Topics:

  • Introduction, performance criteria and constraints 
  • Static optimization with and without constraints 
  • Linear programming 
  • Variational calculus 
  • Equality & inequality constraints 
  • Pontryiagin's maximum principle 
  • Minimum time & minimum fuel 
  • The linear regulator, finite & infinite interval 
  • Discrete dynamic programming 
  • Continuous dynamic programming 
  • Bang bang control 
  • Regular and singular solutions 
  • Stochastic optimal control & the separation theorem