Optimal Control: Theory and Applications
- Breadth Area: Artificial Intelligence, Robotics and Control
Times: Tues/Thurs 10AM-11:20AM (PST); Fri 1-2:20PM (PST)
Location: SV: Rm. 118; PGH HH 1107
Lectures will be available online via adobe connect: http://cmusv.adobeconnect.com/optimalcontrol/
This course will cover the fundamentals of optimal control theory including applications from current research in aeronautics and robotics. Specific topics include: extrema of functions and functionals, Lagrange multipliers, calculus of variations, du Bois-Reymond equation, corner conditions, Legendre/Jacobi necessary conditions, isoperimetric problems and constrained optimization, variational approach to optimal control, bang-bang control, LQR, Pontryagin Maximum Principle (PMP), Dynamic programming and the Hamilton-Jacobi-Bellman (HJB) equations, relationship between PMP and Dynamic Programming, singular optimal control, and stochastic optimal control.
Liberzon, D. (2012). Calculus of variations and optimal control theory: A concise introduction. Princeton, N.J: Princeton University Press.