ECE 5570 - Optimal Control Theory

3 Credits

Formulation of optimal control problems, performance index, the variational approach to optimal control problems, Pontryagin’s maximum principle, the principle of optimality, the Hamilton-Jacobi equation, computational methods, the steepest descent method, variation of extremals, quasilinearization, and gradient projection.Prerequisites: ECE 4520/5520 or equivalent.