|Lecture (CSI 3117):||MW 3:30pm - 4:45pm. P. S. Krishnaprasad|
|Office Hours (AVW 2233):||M 5:15-7:15 pm; Tu 5:15-7:15 pm.|
|Office Hours for Teaching Assistant Mr. Van Sy Mai (AVW 1145):||W 10:00 am - 12:00 pm|
(11) Homework Set 8 (with 5 problems) posted - due 05/07/2014. Reading assignment - Prof. Tits' lecture notes chapter 4 on Armijo rule (sections 4.2 and 4.3)
(10) Homework Set 7 (with 5 problems) posted - due 04/09/2014. Reading ASSIGNMENT - Lecture 7 Addendum.
(9) Homework Set 6 (with 4 problems) posted - due 03/31/2014. Explanatory guide to lecture notes 5 posted (path to proof of Lagrange multiplier theorem).
(8) Homework Set 5 (with 5 problems) posted - due 03/05/2014. Additional reading assignment - Professor Andre Tits' Lecture Notes appendix B, pages 173-177. Note that there is a difference between his definition of Gateaux derivative and what I did in class (and in my notes). We will follow our defintion. REMINDER - Exam on March 10.
(7) Homework Set 4 (with 3 problems) posted - due 02/26/2014
(6) Lecture 3 notes corrected - look for comment bubble in formula (a) for solution to Riccati equation based on solving for transition matrix of a system of canonical equations
(5) Homework Set 3 (with 3 problems including MATLAB computation) posted - due 02/19/2014
(4) Homework Set 2 (with 4 problems) posted - due date 02/12/2014
(3) Homework Set 1 (with 4 problems) posted - due date 02/05/2014
(2) There is no required textbook for this course.
(1) All lecture notes (initial version) are posted. Updates will be posted on a regular basis.
The Brachystochrone problem was originally set by Johann Bernoulli in June 1696. The paper of Hector J. Sussmann and Jan C. Willems in the IEEE Control Systems Magazine, June 1997, pp 32-44, celebrates this event as a beginning of optimal control theory.
Solution (based on calculus) of Queen Dido's problem by P. D. Lax from American Mathematical Monthly, vol. 102, No. 2, February 1995, pp. 158-159
Book by John T. Betts Practical Methods for Optimal Control and Estimation using Nonlinear Programming
Link to book by Daniel Liberzon on Calculus of Variations and Optimal Control
Real Analysis Book by Cinlar and Vanderbei - material useful in Systems courses
About C. Caratheodory
Impact of Control Technology vignettes, and, full report (warning 35 MB)