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IEEE Short Course: Advanced Optimal Control Theory for Engineers

Professor Ilya Ioslovich presents a short course on Advanced Optimal Control Theory for Engineers at the following dates and times:

Tuesday, 6th December – 16:00 – 18:00
Wednesday, 7th December – 14:00 – 14:00
Thursday 8th December – 14:00 – 16:00

Short Course: Advanced Optimal Control Theory for Engineers 6th, 7th and 8th December 2016 (2 hours each day).

Syllabus:

  1. General problem in optimal control theory
  2. Transformations of the optimal processes. Lagrange multipliers
  3. Krotov’s lemma and the Bellman-Krotov sufficient conditions
  4. Pontryagin’s maximum principle
  5. Boundary constraints and the transversality conditions
  6. Sliding modes and cycling sliding regimes. Method of passive integrals
  7. Processes with parameters. Linear and Convex processes
  8. Linear-quadratic processes
  9. State and control constraints
  10. Singular solutions
  11. Statistical hypotheses and Neyman-Pearson Lemma

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