Calculus of variations and Gateaux and Frechet derivatives. Optimization in dynamic systems and Pontryagins principle. Invariant Imbedding and deterministic and stochastic Dynamic Programming. Numerical solutions of optimal control problems. Min-max problems and differential games. Extensive treatment of Linear Quadratic Problems.
4
UnitsLetter
Grading1, 2, 3
PasstimeNone
Level LimitEngineering
College