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Optimal Control of Dynamic Systems . ME 254
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
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