Prerequisite: ENEE660 and MATH410; or students who have taken courses with comparable content may contact the department; or permission of instructor.
Corequisite: MATH411; or permission of instructor.General optimization and control problems. Conditions of optimality for unconstrained and constrained optimization problems; sensitivity; duality. Introduction to linear and nonlinear programming methods. Dynamic optimization. Discrete time maximum principle and applications. Pontryagin maximum principle in continuous time. Dynamic programming. Feedback realization of optimal control.
Semesters OfferedSpring 2018, Spring 2019