Course Details

Subject {L-T-P / C} : EE6302 : Optimal Control {3-0-0 / 3}
Subject Nature : Theory
Coordinator : Prof. Asim Kumar Naskar

Syllabus

Static Optimization: unconstrained and constrained cases, Lagrange multiplier Dynamic programming Hamilton-Jacobi-Bellman equation Lagrange, Mayer and Bolza formulations for optimal control problems Calculus of variations Linear regulator and tracking problem, matrix Riccati equation and its solution Pontryagin’s principle and control problems with constraints on state and control vector minimum time, energy and control effort problems singular intervals Numerical techniques for solving optimal control problem.

Course Objectives

  1. Students will be taught to master control problems using central mathematical techniques such as calculus of variation and dynamic programming.
  2. The course will provide an understanding of the main results in optimal control and how they are used in various applications.

Course Outcomes

At the end of the course, students will be able to formulate optimal control problems and solve them efficiently.

Essential Reading

  1. Donald E Kirk, Optimal Control Theory: An Introduction, Dover , 2016
  2. M. Athans and P.L. Falb, Optimal Control, McGraw Hill , 2007

Supplementary Reading

  1. A. E. Bryson, Yu-Chi Ho, Applied optimal Control: Optimization, Estimation and Control, Taylor & Francis , 2016
  2. R. F. Stengel, Optimal Control and Estimation, Dover , 1994