Continuous Time Optimal Control

3 units · Graduate

Embraces the three historical trends in dynamic optimization: Calculus of Variations, Pontryagin's Minimum Principle, and Bellman's Principle of Optimality. Not only mathematical aspects of the three principles will be taught, but also their strengths and weaknesses - it is often less important to know how to apply a given principle than to know when. Prereq: 5551 or MechEng 5372, or permission of instructor. Not open to students with credit for MechEng 8220. Cross-listed in MechEng 8220.