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Optimal Control

PhD Course on Optimal Control

Lecturers: Kaoru Yamamoto (course responsible), Yury Orlov

Couse Description: 

This course introduces calculus of variations and optimal control theory. The course covers key topics in optimal control such as the maximum principle, dynamic programming and the Hamilton-Jacobi-Bellman equation, and the linear-quadratic regulator. 

Location and Time: 

With a few exceptions, all lectures and exercise sessions are given in the seminar room (M:2112B) at 13:15-15:00 on Tuesdays and Thursdays.

Lectures:

  • Jan 23 (Tue): L1
  • Jan 30 (Tue): L2
  • Feb 6 (Tue): L3
  • Feb 13 (Tue): L4
  • Feb 20 (Tue): L5
  • Feb 27 (Tue): L6
  • Mar 5 (Mon): L7
  • TBA: L8 Student presentations

Exercises:

  • Jan 26 (Fri): E1
  • Feb 1 (Thu): E2
  • Feb 8 (Thu): E3
  • Feb 15 (Thu): E4
  • Feb 22 (Thu): E5
  • Mar 2 (Fri): E6

Readings: 

Daniel Liberzon, Calculus of Variations and Optimal Control: A Concise Introduction, Princeton University Press, 2012. ISBN 978-0-691-15187-8.