After successful completion of the course, students are able to...
After successful completion of the course, the students will be familiar with main Calculus of Variation problems, infinite dimensional optimization problems, Lagrangian and Hamiltonian formalism as well as HJB equations and the principle of dynamical programming. They will also be able to apply first-order minimization principle and solve classical problems in Control and Calculus of Variations.
Topics: 1. Introduction to the Calculus of Variations, Examples 2. Euler-Lagrange Equation 3. Hamiltonian formalism – Legendre transformation 4. Introduction to Optimal control problems 5. Maximum Principle and Hamilton-Jacobi-Bellman equations
Lectures and exercises
Continuous evaluation and oral Exam
Not necessary
Students with a good background in Analysis/Optimization, motivated by modern trends in Mathematics, are encouraged to take this course.