ECE 551 - Optimal Control

Description: Credit 4. Optimal control of dynamic systems in continuous and discrete time; maximum principle; dynamic programming and constraints; learning systems.

Prerequisite: ECE 550 or consent of instructor


  • Introduction, performance criteria and constraints
  • Static optimization with and without constraints
  • Linear programming
  • Variational calculus
  • Equality & inequality constraints
  • Pontryiagin's maximum principle
  • Minimum time & minimum fuel
  • The linear regulator, finite & infinite interval
  • Discrete dynamic programming
  • Continuous dynamic programming
  • Bang bang control
  • Regular and singular solutions
  • Stochastic optimal control & the separation theorem
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