151-0563-01L  Dynamic Programming and Optimal Control

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


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.