151-0563-01L
Dynamic Programming and Optimal Control
| Semester | Herbstsemester 2019 |
| Dozierende | R. D'Andrea |
| Periodizität | jährlich wiederkehrende Veranstaltung |
| Lehrsprache | Englisch |
| Kurzbeschreibung | Introduction to Dynamic Programming and Optimal Control. |
| Lernziel | Covers the fundamental concepts of Dynamic Programming & Optimal Control. |
| Inhalt | Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control. |
| Literatur | Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover. |
| Voraussetzungen / Besonderes | Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra. |
