151-0563-01L  Dynamic Programming and Optimal Control

SemesterHerbstsemester 2014
DozierendeR. D'Andrea
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch


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