Abe Ishihara - Course Work-Silicon Valley Campus - Carnegie Mellon University

Abe Ishihara - Course Work

Course Name



Fall 2012:

Course#: 18879C/96840SV

Optimal Control: Theory and Applications

  • Breadth Area: Artificial Intelligence, Robotics and Control

Meeting Information:
Lecture info:
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/

TA/Review Sessions:

Course description
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.