Course Details
Subject {L-T-P / C} : EE6302 : Optimal Control { 3-0-0 / 3}
Subject Nature : Theory
Coordinator : Prof. Asim Kumar Naskar
Syllabus
Module-1: Static Optimization: unconstrained and constrained cases, Lagrange multiplier, Solution
methods: simplex, interior point
Module-2: Dynamic programming Hamilton-Jacobi-Bellman equation Lagrange, Mayer and Bolza
formulations for optimal control problems
Module-3: Calculus of variations Linear regulator and tracking problem, matrix Riccati equation and its
solution
Module-4: Pontryagin’s principle and control problems with constraints on states and controls
minimum time, minimum energy and minimum control-effort problems
Module-5: Numerical techniques for solving optimal control problems.
Course Objectives
- The course will provide an understanding of constrained and unconstrained optimization problems,
- The course will provide an understanding of control problems using central mathematical techniques such as calculus of variation and dynamic programming.
- The course will provide an understanding of the main results in optimal control and how they are used in various applications.
Course Outcomes
At the end of the course, students will be able to <br />CO1: Demonstrate basic knowledge in the field of static and dynamic optimization. <br />CO2. Demonstrate basic knowledge in the field of dynamic programming and variational calculus to find an optimal path. <br />CO3. Formulate optimal control problems from specifications on dynamic constraint and objective function. <br />CO4. Inclusion of static constraints in optimal control problems. <br />CO5. Extend the methods in the course to compute optimal control law for stochastic systems. <br />CO6. Use computational tools to implement the methods specified in the course.
Essential Reading
- Donald E Kirk, Optimal Control Theory: An Introduction, Dover , 2016
- M. Athans and P.L. Falb, Optimal Control, McGraw Hill , 2007
Supplementary Reading
- A. E. Bryson, Yu-Chi Ho, Applied optimal Control: Optimization, Estimation and Control, Taylor & Francis , 2016
- R. F. Stengel, Optimal Control and Estimation, Dover , 1994