IAM773 DYNAMIC OPTIMIZATION-CALCULUS OF VARIATIONS AND OPTIMAL CONTROL
| Course Code: |
9700773 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Institute Of Applied Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Prof.Dr. ÖMÜR UÐUR |
| Offered Semester: |
Spring Semesters. |
Course Content
First Variation: computing the first variation. Euler-Lagrange equation. extensions; Applications:brachistochrone. Lagrangian and Hamiltonian dynamics; Second Variation: computing the second variation. Ricatti equation. convexity and minimizers; Multivariable Variational Problems: eigenpairs. minimal surfaces. gradient flows; Optimal Control Theory: time-optimal linear control. Pontryagin maximum principle; Applications:linear-quadratic regulator. production-consumption. optimal harvesting; Dynamic Programming : Hamilton-Jacobi-Bellmann equation. general linear-quadratic regulator: Further Topics on Differential Games and Stochastic Control Theory.
