Credits: 3
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.
Description
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.
Semesters Offered
Spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024
Testudo