The university continues to monitor the circumstances related to the pandemic. As such, course delivery methods and locations for the Spring 2021 semester will be finalized and published in the Schedule of Classes by December 4, 2020.
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.