Optimal Control

Prov. Doz. Dr. sc. techn. ETH Eric Bullinger
Room G07-206
Tel: 0391 67 571 22

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This course takes place in the winter semester.

Students attending the course are recommended to have attended lectures on static optimization and fundamentals of control theory.

The following topic will be covered:

• Application examples from various fields such as chemical engineering, economics, aeronautics and robotics.
• Dynamic programming, principle of optimality, Hamilton-Jacobi-Bellman equation, variational calculus, Pontryagin maximum principle.
• Infinite and finite horizon optimal control, LQ optimal control
• Numerical algorithms for the solution of optimal control problems.
• Model predictive control.
• Embedded Optimization.

The exam will be written. The questions will be in English, although students are allowed to write either in English or German. 10 pages (5 sheets) of own handwritten formular are allowed. NO electronic tools admitted (no calculators, no smartphones etc.) .

Recommended bibliography: Check the slides of the first lecture.

For some exercises, you will need to use the scientific computation software MATLAB to apply the material you learned in class. If you have never used Matlab before, you should get familiar with it prior to the first computer exercise.

Every student of the Otto von Guericke University is eligible to use a free university license of MATLAB even on their private computer. You can register (with your @ovgu.de email address) at the MathWorks-OvGU Website and download MATLAB for your computer from there.