Level:
Graduate
Instructors:
Graphical representation of a line search equation. (Graph by Jonathan How.)
Course Features
Course Description
This course studies basic optimization and the principles of optimal
control. It considers deterministic and stochastic problems for both
discrete and continuous systems. The course covers solution methods
including numerical search algorithms, model predictive control,
dynamic programming, variational calculus, and approaches based on
Pontryagin's maximum principle, and it includes many examples and
applications of the theory.