Optimal control of ordinary differential equations
Lecture slides
Exercises
The lecture takes place at Ensta-Paris.
First part of the course:
- 13.09 (13:30-17:15) Analytical background, motivating examples (Bonalli)
- 20.09 (13:30-17:15) Time optimal linear problems (Pfeiffer): Lecture slides,
Printable version
- 21.09 (8:30-12:15) Linear-quadratic problems (Pfeiffer): Lecture slides,
Printable version
- 28.09 (8:30-12:15) Exercises (Pfeiffer): Sheet 1,
Sheet 2 /
Pontryagin's principle (Bonalli)
- 05.10 (8:30-12:15) Pontryagin's principle (Bonalli)
- 12.10 (10:00-12:15) Written exam
Second part of the course (for Master students):
- 19.10 (8:30-12:15) Model predictive control (Pfeiffer): Lecture slides
- 26.10 (8:30-12:15) Shooting and direct methods (Bonalli)
- 09.11 (8:30-12:15) HJB approach (Pfeiffer): Lecture slides,
printable version
- 16.11 (8:30-10:30) HJB approach (Pfeiffer): Lecture slides.
- 16.11 (10:45-12:15) Written exam