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.

Prerequisites: ECE 230A or ME 243A or equivalent

4

Units

Letter

Grading

1, 2, 3

Passtime

None

Level Limit

Engineering

College
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