Objectives
Approximate Number of Lectures by Topic
Number of lectures.
LECTURES |
TOPICS |
2 |
Nonlinear Optimization |
3 |
Dynamic Programming |
3 |
Calculus of Variations: General |
4 |
Calculus of Variations: Control |
5 |
LQR/LQG - Stochastic Optimization |
4 |
On-line Optimization and Control (MPC) |
Grading
Grading criteria.
ACTIVITIES |
PERCENTAGES |
Homework |
20% |
Two Midterms (25% each) |
50% |
Final Exam |
30% |
Prerequisites
This course assumes a good working knowledge of linear algebra and differential equations. New material will be covered in depth in the class, but a strong background will be necessary. A solid background in control design is best to fully understand this material, but not essential. Course material and homework assume a good working knowledge of MATLAB®.
Policies
You are encouraged to discuss the homework and problem sets; however, your submitted work must be your own. Late homework will not be accepted unless prior approval is obtained from the instructor. Grade on all late homework will be reduced 25% per day. No homework will be accepted for credit after the solutions have been handed out.