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Optimal Control of Dynamic Systems
Course Number: ECE271C/ME254 Edit
Focus Area: Optimization and Optimal Control
Calculus of variations and Gateaux and Frechet derivatives. Optimization in dynamic systems and Pontryagin’s principle. Invariant Imbedding and deterministic and stochastic Dynamic Programming. Numerical solutions of optimal control problems. Min-max problems and differential games. Extensive treatment of Linear Quadratic Problems.