151-0563-01L  Dynamic Programming and Optimal Control

SemesterAutumn Semester 2018
LecturersR. D'Andrea
Periodicityyearly recurring course
Language of instructionEnglish



Courses

NumberTitleHoursLecturers
151-0563-01 VDynamic Programming and Optimal Control
The lecture will start in the 2nd week of Semester.
2 hrs
Wed13:15-15:00HG E 7 »
14.11.12:15-15:00ETF C 1 »
R. D'Andrea
151-0563-01 UDynamic Programming and Optimal Control
The exercise will start in the 2nd week of Semester.
1 hrs
Wed15:15-16:00HG E 7 »
R. D'Andrea

Catalogue data

AbstractIntroduction to Dynamic Programming and Optimal Control.
ObjectiveCovers the fundamental concepts of Dynamic Programming & Optimal Control.
ContentDynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control.
LiteratureDynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover.
Prerequisites / NoticeRequirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits4 credits
ExaminersR. D'Andrea
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is only offered in the session after the course unit. Repetition only possible after re-enrolling.
Mode of examinationwritten 150 minutes
Additional information on mode of examinationThere is a written final exam during the examination session, which covers all material taught during the course, i.e. the material presented during the lectures and corresponding problem sets, programming exercises, and recitations.
Additionally, there will be two continuous performance assessments tasks during the semester, both optional and only contributing to the final grade if they help improve it.
The quiz is an optional, interim examination roughly in the middle of the semester. It tests the student's understanding of the topics covered so far. It contributes 20% to the final grade, but only if it helps improve the final grade.
The programming assignment is an optional learning task in the last third of the semester. It requires the student to understand and apply the lecture material. It contributes a maximum of 0.25 grade points to the final grade.
Written aidsA single A4 sheet of paper (double sided; hand-written or computer typed)
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

 
Main linkcourse website
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Groups

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Restrictions

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