Optimal Control (TSRT08)

Optimal control consists of theory and methods for controlling dynamical systems so that a mathematical criterion is minimized. The course aims at giving basic theory and engineering oriented computational methods in the area. After taking the course the participants are expected to be able to:

Analyze and synthesize optimal open loop control signals using the Maximum principle.
Analyze and synthesize optimal feedback laws using Dynamic Programming and Reinforcement Learning.
Use numerical software to solve optimal control problems.
Describe the connections between optimal control and other optimization approaches.

Organization

Lectures
Exercises
Howework assignment

Examination

Exam and three homework assignments.

Examiner and Lecturer

Anders Hansson, Room 2A:573, E-mail: anders.g.hansson at liu.se

Teaching assistant

Reza Jafari, Room 2A:501, Email: seyyed.reza.jafari at liu.se

Litterature

Anders Hansson and Martin Andersen: Optimization for Learning and Control, Wiley, 2023
Manual for the MPT toolbox

The book can be bought at Bokakademin. Other material can be printed from this homepage.

Computer Software

Matlab
CasADi