105.172 AKANA AKOR Calculus of variation and Optimal Control
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2023W, VU, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VU Lecture and Exercise
  • Format: Presence

Learning outcomes

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.

Subject of course

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

Teaching methods

Lectures and exercises

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed16:00 - 18:0004.10.2023 - 24.01.2024Sem.R. DB gelb 04 Calculus of variation and Optimal Control
AKANA AKOR Calculus of variation and Optimal Control - Single appointments
DayDateTimeLocationDescription
Wed04.10.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed11.10.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed18.10.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed25.10.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed08.11.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed22.11.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed29.11.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed06.12.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed13.12.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed20.12.202316:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed10.01.202416:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed17.01.202416:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control
Wed24.01.202416:00 - 18:00Sem.R. DB gelb 04 Calculus of variation and Optimal Control

Examination modalities

Continuous evaluation and oral Exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Previous knowledge

Students with a good background in Analysis/Optimization, motivated by modern trends in Mathematics, are encouraged to take this course. 

Language

English