Course Outline  
Lecture (CSI 3117):  MW 3:30pm  4:45pm. P. S. Krishnaprasad 
Office Hours (AVW 2233):  M 5:157:15 pm; Tu 5:157:15 pm. 
Office Hours for Teaching Assistant Mr. Van Sy Mai (AVW 1145):  W 10:00 am  12:00 pm 
Special Announcements(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 173177. 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 3244, 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. 158159
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)
