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Courses - Spring 2019
ENEE
Electrical & Computer Engineering Department Site
ENEE664
Optimal Control
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: ENEE660 and MATH410; or students who have taken courses with comparable content may contact the department; or permission of instructor.
Corequisite: MATH411; or permission of instructor.
General optimization and control problems. Conditions of optimality for unconstrained and constrained optimization problems; sensitivity; duality. Introduction to linear and nonlinear programming methods. Dynamic optimization. Discrete time maximum principle and applications. Pontryagin maximum principle in continuous time. Dynamic programming. Feedback realization of optimal control.