151-0563-01L  Dynamic Programming and Optimal Control

SemesterAutumn Semester 2014
LecturersR. D'Andrea
Periodicityyearly recurring course
Language of instructionEnglish


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.