Optimal Control and Calculus of Variations. (3-0) 3 Credit Hours

Catalog description

Prerequisite: MAT 3613 . Basic Optimal Control Problems; Optimality Conditions; Adjoint Equation and Its Interpretation; Transversality Condition; Bang-Bang Control; Pontryagin's Maximum Principle; Principle of Optimality; Convexity vs. Concavity; Examples of Variational Methods; Basic Calculus of Variations Problems; Euler-Lagrange Equation; Calculus of Variations vs. Optimal Control; Extremals and Minimizers; Laboratory Applications in Science and Engineering; Theory and Computation (with MATLAB). This course has Differential Tuition.