TU Berlin

Sonderforschungsbereich 910Introduction to optimal control and dynamic optimisation theory

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Mini lecture series: "Introduction to optimal control and dynamic optimisation theory"

Held by Dr. Andrew Archer

Wednesday, 13.07.2011, 10:15am-12pm, EW 246
Thursday, 14.07.2011, 10:15am-12pm, ER 325

In these lectures I will give a brief introduction to optimal control theory, which concerns how to choose the control on a system in order to optimise the dynamics of that system. For example, your choice of control on your car (via the accelerator) is different, depending on whether you want to optimise the fuel used or the time it takes to reach your destination, or whether both of these factors are relevant. I will discuss both the Bellman approach, which leads to the Hamilton-Jacobi-Bellman equation and also Pontryagin's approach to optimal control problems. Optimal control theory is an extension of the calculus of variations.



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