Module Handbook

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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


CP, Effort 4.5 CP = 135 h
Position of the semester 1 Sem. irreg.
Level [7] Master (Advanced)
Language [EN] English
+ further Lecturers of the department Mathematics
Area of study [MAT-TEMA] Industrial Mathematics
Livecycle-State [NORM] Active


  • 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.


  • 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.


Further literature will be announced in the lecture.

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