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Optimal Control 2018

PhD Course on Optimal Control

Lecturers: Kaoru Yamamoto (course responsible), Yury Orlov


  • The date of exercise 6 has changed to Mar 1 (Thu). The room is Konferensrum stort, 1172 (lab F).
  • Jan 30 - Typo corrected in the lecture slides of L2.
  • Jan 23 - Typo corrected in the lecture slides of L1. 


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.



  • Jan 26   (Fri): E1
  • Feb 1   (Thu): E2
  • Feb 8   (Thu): E3
  • Feb 15 (Thu): E4
  • Feb 22 (Thu): E5
  • Mar 1   (Thu): E6at lab F


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