Optimal Control

Topics Covered

1. Introduction to Optimization, Role of Convexity, Optimality Conditions
2. Optimal Control of Discrete-time Systems, Dynamic Programming, Linear Quadratic Regulation
3. Optimal Control of Continuous-time Systems, Calculus of Variations, Optimality Conditions
4. Regulation and Tracking Problems for Linear Systems
5. Optimal Control of Continuous-time Systems via Dynamic Programming
6. H₂ and H∞ Optimal Control

Handouts

Homework & Assessments

Reference Textbooks

1. Optimal Control by Frank L. Lewis, Draguna L. Vrabie, Vassilis L. Syrmos. John Wiley and Sons, 2012. [Link]
2. Optimal Control Systems by D. S. Naidu. CRC Press, 2002. [Link]
3. Optimal Control Theory: An Introduction by Donald E. Kirk. Dover Books on Electrical Engineering, 2004. [Link]