Autumn Semester 2020 takes place in a mixed form of online and classroom teaching.
Please read the published information on the individual courses carefully.

151-0563-01L  Dynamic Programming and Optimal Control

SemesterAutumn Semester 2016
LecturersR. D'Andrea
Periodicityyearly recurring course
Language of instructionEnglish



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 examinationThe final grade is based on the session exam, an optional in-class quiz, and optional programming exercises: The grade of the quiz may contribute 20% to the final grade, but only if it helps improving the final grade. The average grade of the programming exercises may contribute 20% to the final grade, but only if it helps improving the final grade.
Written aidsOne A4 sheet of paper (2 pages, handwritten 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
Only public learning materials are listed.

Courses

NumberTitleHoursLecturers
151-0563-01 VDynamic Programming and Optimal Control
The lecture will start in the 2nd week of the Semester.
2 hrs
Wed13-15HG E 7 »
09.11.12-15HG G 5 »
R. D'Andrea
151-0563-01 UDynamic Programming and Optimal Control
The exercise will start in the 2nd week of the Semester.
1 hrs
Wed15-16HG G 3 »
R. D'Andrea

Groups

No information on groups available.

Restrictions

There are no additional restrictions for the registration.

Offered in

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Computational Science and Engineering BachelorRoboticsWInformation
Computational Science and Engineering MasterSystems and ControlWInformation
Computational Science and Engineering MasterRoboticsWInformation
Robotics, Systems and Control MasterCore CoursesWInformation