| Nonlinear Optimization |
| 3 |
Nonlinear Optimization (PDF) |
| 4 |
Constrained Optimization (PDF) |
| Dynamic Programming |
| 5 |
Dynamic Programming (PDF) |
| 6 |
Continuous Time DP (PDF - 1.3 MB) |
| Calculus of Variations: General |
| 8 |
Calculus of Variations (PDF) |
| Calculus of Variations: Control |
| 11 |
Variational Approach to Optimal Control (PDF) |
| 12 |
Constrained Optimal Control (PDF) |
| 13 |
Constrained Optimal Control (cont.) (PDF) |
| 14 |
Singular Arcs (PDF) |
| LQR/LQG - Stochastic Optimization |
| 15 |
Numerical Solution (PDF) |
| 16 |
Optimal Estimators/Observers (PDF) |
| 17 |
Stochastic Control (PDF) |
| 18 |
LQG Robustness (PDF) |
| On-line Optimization and Control (MPC) |
| 20 |
Hinf Control (PDF) |
| 21 |
Model Predictive Control (MPC) (PDF) |
| 22 |
Linear Programming (LP)/Quadratic Programming (QP)/Mixed-integer Linear Programming (MILP) (PDF) |
| 23 |
DIDO - Nonlinear Optimization (PDF) |