Studies

192
Compulsory

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Content
The Seminar will give a high-level overview of the basic concepts of control ans systems theory. the course topics involve:
  • Linear control systems: controllability and observability
  • Bang-bang principle and time-optimal controls
  • Linear quadratic regulator
  • Dynamic programming: Bellman and Hamilton-Jacobi equations
  • Pontryagin Maximum Principle
  • Optimal control with state constraints
  • Differential games
  • Stochastic control
  • Optimal stopping
  • Applications in science, engineering and finance
Content
The Seminar will give a high-level overview of the basic concepts of control ans systems theory. the course topics involve:
  • Linear control systems: controllability and observability
  • Bang-bang principle and time-optimal controls
  • Linear quadratic regulator
  • Dynamic programming: Bellman and Hamilton-Jacobi equations
  • Pontryagin Maximum Principle
  • Optimal control with state constraints
  • Differential games
  • Stochastic control
  • Optimal stopping
  • Applications in science, engineering and finance

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