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

Catalog description

Prerequisite: MAT 3613 or consent of the instructor. This course will cover: basic optimal control problems, optimality conditions, adjoint equation, transversality condition, interpretation of the adjoint, Bang-Bang control and applications, Pontryagin’s Maximum Principle and applications, existence and uniqueness results, Principle of Optimality, The Hamiltonian and Autonomous Problems, examples of variational methods, basic calculus of variations problems, and Euler-Lagrange equation. This course has Differential Tuition. Course Fee: GS01 $90.