ESE 544 – Optimization and Optimal Control -  Fall 2009      Course Material

Handout

Syllabus

Lecture Notes: notes will be provided as we progress

Part 1 – Calculus of Variations

Part 2 – Optimal Control: Examples and Main results

Part 3 – Time Optimal Control for Linear Systems

Part 4 – Reachable Sets and Boundary Trajectories

Part 5 – The Method of Characteristics and Hamilton-Jacobi-Bellman equation

Homework assignments

Homework 1 – due: Tuesday, September 22

Homework 2 – due: Tuesday, October 6

Homework 3 – due: Tuesday, October 20

Homework 4 – due: Thursday, November 12