Course MAT-81-33-K-7
Optimal Control of ODEs and DAEs (2V, 4.5 LP)
Course Type
| SWS | Type | Course Form | CP (Effort) | Presence-Time / Self-Study | |
|---|---|---|---|---|---|
| 2 | V | Lecture | 4.5 CP | 28 h | 107 h |
| (2V) | 4.5 CP | 28 h | 107 h | ||
Basedata
| SWS | 2V |
|---|---|
| CP, Effort | 4.5 CP = 135 h |
| Position of the semester | 1 Sem. irreg. |
| Level | [7] Master (Advanced) |
| Language | [EN] English |
| Lecturers |
+ further Lecturers of the department Mathematics
|
| Area of study | [MAT-TEMA] Industrial Mathematics |
| Livecycle-State | [NORM] Active |
Contents
- optimal control of ODEs and DAEs: introduction and examples,
- infinite-dimensional optimization,
- necessary optimality conditions,
- numerical solution: indirect methods, direct methods, function-space methods,
- optional topics: model-predictive control(MPC); dynamic programming; mixed-integer optimal control.
Literature
- M. Gerdts: Optimal Control of ODEs and DAEs,
- J.T. Betts: Practical Methods for Optimal Control and Estimation using Nonlinear Programming,
- L.S. Pontryagin, V.G. Boltyanskij, R.V. Gamkrelidze, E.F. Mishenko: Mathematische Theorie optimaler Prozesse,
- A.D. Ioffe, V.M. Tihomirov: Theory of extremal problems,
- A.E. Bryson, Y.-C. Ho: Applied Optimal Control.
Materials
Further literature will be announced in the lecture.
Requirements for attendance (informal)
Modules:
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-14-11-M-3] Introduction to Numerical Methods (M, 9.0 LP)
- [MAT-80-11A-M-4] Numerics of ODE (M, 4.5 LP)
Courses
Requirements for attendance (formal)
None
References to Course [MAT-81-33-K-7]
| Module | Name | Context | |
|---|---|---|---|
| [MAT-81-33-M-7] | Optimal Control of ODEs and DAEs | P: Obligatory | 2V, 4.5 LP |