Course Content
Static and dynamic optimization. Parameter optimization. Caculus of Variations : problems of Lagrange,. Mayer and Bolza. Euler-Language equation and transversality conditions, Lagrange multipiliers. Pontryagin?s maximum principle; theory; application to minimum time, energy and control effort problems, and terminal control problem. Dynamic programming : Belaman?s principle of optimality, multistage decision processes. application to optimal control. Linear regulator problem : matrix Riccati equation and its solution, tracking problem. Brief introduction to H-2 and H-infinity optimal control problem. Computational methods in optimal control. application of mathematical programming. singular perturbations, practical examples.
Text / References
- 1 D.E.Kirk, Optimal Control Theory, Prentice-Hall. 1970.H.Kwakernak and R.Sivan Linear Optimal Control, John Wiley, 1972.A.P.Sage and C.C.White, Optimum Systems Control, 2nd ED., Prentice-Hall, 1977.D.Tabak and B.C.Kuo, Optimal Control by Mathematical Programming, Prentice-Hall, 1971.B.D.O. Anderson and J.B.Moore, Linear Optimal Control, Prentice-Hall, 1971.