16.323 | Spring 2008 | Graduate

Principles of Optimal Control

Course Description

This course studies basic optimization and the principles of optimal control. It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and …
This course studies basic optimization and the principles of optimal control. It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and approaches based on Pontryagin’s maximum principle, and it includes many examples and applications of the theory.
Learning Resource Types
Problem Sets
Exams
Lecture Notes
Programming Assignments
Line search graph.
Graphical representation of a line search equation. (Graph by Jonathan How.)