General info:

Lecturers: Dongjun Wu, Björn Olofsson, Karl Johan Åström

Location: Seminar room 3170-73

Time: lecture Monday 1300-1445, exercise Thursday 1300-1445

Contact: dongjun.wu _at_ control.lth.se 

News: 

• Exam will be between Nov. 20th - Nov. 24th.
• The course resumes on Nov. 27th. 
• Karl Johan will give the first lecture on Oct. 2nd at 13:00.
• Some students are travelling to US for a WASP trip. We thus postpone the 1st lecture to Oct. 2nd. 
• The course is planned to start in the last week of September 2023

Lectures:

• Oct.  2,  Lecture 1: Introduction, slides, video
• Oct.  5,  Lecture 2: Calculus of variation, notes
• Oct.  9,  Lecture 3: The maximum principle, notes
• Oct. 16, Lecture 4: Misc topics of the maximum principle,  notes
• Oct. 23, Lecture 5: The proof of the maximum principle, notes
• Oct. 30, Lecture 6: Dynamic programming I, notes
• Nov.  6,  Lecture 7: Dynamic programming II, notes
• Nov. 27, Lecture 8, 13:15 (Seminar room)
• Nov. 30, Exercise session, 15:30 (Large conference room)
• Dec.   4, Lecture 9, 13:15 (Seminar room)

Assignments and Exercises:

• E1, TeX file, solution guide, hand-in date: Oct. 12, 9am.
• E2, TeX file, solution guide, hand-in date: Oct. 12, 9am. 
• E3, TeX file, solution guide, hand-in date: Oct. 19, 9am. 
• E4, TeX file, solution guide, hand-in date: Oct. 26, 9am. 
• E5, TeX file, hand-in date: Nov. 2, 9am.
• E6, TeX file, solution guide, hand-in date: Nov. 9, 9am.

Readings: 

Liberzon, Daniel. Calculus of variations and optimal control theory: a concise introduction. Princeton university press, 2011.

Bertsekas, Dimitri. Dynamic programming and optimal control: Volume I. Vol. 4. Athena scientific, 2012.