EEM 430 - Optimal Control

This course will introduce the mathematical foundations of control theory and optimal control for systems governed by ordinary differential equations. The focus is on the mathematical aspects and results of this important field which shall be further illustrated by the study of several examples of systems from e.g., mechanics, engineering, population dynamics or epidemics. The course will also include a numerical component with the implementation/simulation of some of such control systems using scientific computing languages like MATLAB.

This course includes review of linear control systems, static constrained optimization, calculus of variations, dynamic optimization, Bellman’s principle of optimality, Maximum principle, two-point boundary value problems and Riccati equations, linear quadratic regulator (LQR). Finally, studying learning and adaptation in controllers and policy-and-value-iteration.

1. M. Athans and P. I Falb, “Optimal Control: An Introduction to the Theory and Its Applications”. Dover Books on Engineering, ISBN: 978-0486453286, 894 pages, 2006.

1. Leslie M. Hocking, “Optimal Control: An Introduction to the Theory with Applications”, 1st Edition, Oxford Applied Mathematics and Computing Science Series, 249 pages, ASIN: B01A0BK60M, 1991.

Software

1. MATLAB (R2023b)

Remarks and Rules

1. Attendance: It is the university policy that attendance is compulsory.  A student missing more than 30% of the total allocated course time and/or more than 20% of the total allocated laboratory time will receive a WF (Withdrawal While Failing).
2. You will be considered absent if you miss the first 15 minutes of the class time.
3. Getting Help: Students are encouraged to consult their instructor during office hours, or by appointment. However, before seeking help, make sure you read your lecture notes and/or textbook. Study the examples similar to the problem in question then try to solve the problem yourself. Students who miss a class without a valid written and/or legitimate excuse will not be offered a one-on-one lecture to substitute the missed class.
4. Academic Misconduct will not be tolerated.  You are expected to submit your own work. Copying, cheating or plagiarism, when detected, will result in an FF grade in the course for all who are involved (i.e. it does not matter if somebody copied your homework, project etc., you are guilty as well).
5. There will be no extra exam or grading for this course.