Applied Optimal Control

AMS 232: The course provides introduction to optimal control theory and computational optimal control algorithms. Topics include finite-dimensional optimization (theory and numerical algorithms), calculus variations, Pontryagin's minimum principle, and computational optimal control algorithms.

Instructor: Qi Gong (Qigong@Soe.ucsc.edu), Office: BE 361A

Lectures: Monday, Wednesday, Friday, 10:40am - 11:45pm, BE169

Office Hours: Tuesday 10:00am - 11:30am, BE 361A

Grading: Homework 50%, Final Project 50%.

Tentative Schedule

• Week 1 - 2: Finite dimensional optimization. Topics include KKT necessary conditions and introduction to numerical optimization algorithms.
• Week 3 - 5: Calculus variations. Topics include first order necessary condition (Euler-Lagrange equation), Legendre’s second order necessary condition, least action principle, Hamilton’s canonical equation, and numerical methods.
• Week 6 – 8: Pontryagin’s minimum principle for optimal control problems, Hamilton-Jacobi-Bellman equation, linear quadratic optimal control problems.
• Week 9 – 10: Computational optimal control.