Course: AMT 458 2.0 Applied Optimal Control (Optional)
Course content:
Part I – Preliminaries: Function optimization, Conditional relationships: necessity and sufficiency, Computational tools. Part II – Calculus of Variations:Functionals and variations, Extremums of integral functionals, Euler-Lagrange equation, Problem-based analysis – Variational problems, Outlook on necessary and sufficient conditions – Variational problems. Part III – Optimal Control:Cost functions and control systems, Optimality of controls, Hamiltonian approach, Pontryagin maximum principle, Problem-based analysis – Optimal control problems, Outlook on necessary and sufficient conditions – Optimal control problems, Numerical solutions of optimal control problems
Recommended Readings:
- Functional Analysis, Calculus of Variations and Optimal Control – Francis Clarke (Springer, 2013)
- Functional Analysis, Calculus of Variations and Optimal Control – Francis Clarke (Springer, 2013)
- A Primer on the Calculus of Variations and Optimal Control Theory – Mike Mesterton-Gibbons (American Mathematical Society, 2009)
- Calculus of Variations: An Introduction to the One-Dimensional Theory with Examples and Exercises – Hansjörg Kielhöfer (Springer, 2018)
- Optimal Control Applied to Biological Models – Suzanne Lenhart and John T. Workman (Chapman & Hall/CRC, 2007)
- An Introduction to Optimal Control Problems in Life Sciences and Economics – Sebastian Aniţa, Viorel Arnӑutu and Vincenzo Capasso (Birkhuäser, 2011)
- Introduction to Optimal Control Theory – Jack Macki and Aaron Strauss (Springer, 1982)