Syllabus

Problem formulation – Performance measures – Selection of performance measures – Dynamics programming – Optimal control law – Application to a routing problem – Recurrence relations – Computational procedures – Alternative approach through Hamiltonial-Jacobi-Bellman equation – Review of Calculus of Variations: Functionals involving several independent functions – Constrained minimization of functional – Optimal control: Variational approach – Necessary condition for opti- mal control – Pontryagin’s minimum principle – Additional necessary conditions – Minimum time problems – Optimal control switches (bangbang control) – Numerical techniques for the solution of optimal control problem – Two point boundary value problem.