From 2 November 2020, the autumn semester 2020 will take place online. Exceptions: Courses that can only be carried out with on-site presence.
Please note the information provided by the lecturers via e-mail. 151-0563-01L
Dynamic Programming and Optimal Control
Semester Autumn Semester 2018 Lecturers R. D'Andrea Periodicity yearly recurring course Language of instruction English
Abstract Introduction to Dynamic Programming and Optimal Control. Objective Covers the fundamental concepts of Dynamic Programming & Optimal Control. Content Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control. Literature Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover. Prerequisites / Notice Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra.