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: |
|
| 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.
