151-0563-01L  Dynamic Programming and Optimal Control

Semester Autumn Semester 2017
Lecturers R. D'Andrea
Periodicity yearly course
Language of instruction English



Catalogue data

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.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits 4 credits
Examiners R. D'Andrea
Type session examination
Language of examination English
Course attendance confirmation required No
Repetition The performance assessment is only offered in the session after the course unit. Repetition only possible after re-enrolling.
Mode of examination written 150 minutes
Additional information on mode of examination The 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 aids A 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 link course website
Only public learning materials are listed.

Courses

Number Title Hours Lecturers
151-0563-01 V Dynamic Programming and Optimal Control
The lecture will start in the 3rd week of HS17.
2 hrs
Wed 13-15 HG E 7 »
R. D'Andrea
151-0563-01 U Dynamic Programming and Optimal Control
The exercise will start in the 3rd week of HS17.
1 hrs
Wed 15-16 HG E 7 »
R. D'Andrea

Restrictions

There are no additional restrictions for the registration.

Offered in

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Mathematics Master Control and Automation W Information
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Computational Science and Engineering Master Systems and Control W Information
Computational Science and Engineering Master Robotics W Information
Robotics, Systems and Control Master Core Courses W Information