151-0563-01L  Dynamic Programming and Optimal Control

SemesterAutumn Semester 2017
LecturersR. D'Andrea
Periodicityyearly 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
Course attendance confirmation requiredNo
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 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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Courses

NumberTitleHoursLecturers
151-0563-01 VDynamic Programming and Optimal Control
The lecture will start in the 3rd week of HS17.
2 hrs
Wed13-15HG E 7 »
R. D'Andrea
151-0563-01 UDynamic Programming and Optimal Control
The exercise will start in the 3rd week of HS17.
1 hrs
Wed15-16HG E 7 »
R. D'Andrea

Restrictions

There are no additional restrictions for the registration.

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