At the end of this course, the students; 1) An ability to apply knowledge of mathematics, science, and engineering 2) An ability to design a system, component, or process to meet desired needs within realistic constraints such as economic, environmental, social, political, ethical, health and safety, manufacturability, and sustainability 3) An ability to identify, formulate, and solve engineering problems 4) An understanding of professional and ethical responsibility
MODE OF DELIVERY
Face to face
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
None
COURSE DEFINITION
Description of optimization, Calculation of extremes and parameter optimization, Lagrange multipliers. Manner criteria, Dynamic programming, Calculation of variations calculation and Pontryagin's minimum principle, Dynamic optimization in the face of equivalence and inequality, Hamilton-Jacobi-Bellmann equation, Matrice Riccati equation, optimization of discrete time control systems, Numerical solution methods of optimal control problems.
COURSE CONTENTS
WEEK
TOPICS
1st Week
Description of optimization
2nd Week
Calculation of extremes and parameter optimization
3rd Week
Lagrange multipliers
4th Week
Manner criteria, Dynamic programing
5th Week
Calculation of variations and Pontryagin's minimum principle
6th Week
Dynamic optimization in the face of equivalence and inequality
7th Week
Hamilton-Jacobi-Bellmann equation
8th Week
MID TERM
9th Week
Matrice Riccati equation
10th Week
Matrice Riccati equation
11th Week
Optimization of discrete time control systems
12th Week
Optimization of discrete time control systems
13th Week
Numerical solution methods of optimal control problems
14th Week
Numerical solution methods of optimal control problems.
RECOMENDED OR REQUIRED READING
Global Methods in Optimal Control Theory, Krotov, Vadim F., Marcel Dekker, Inc., Newyork