19126 Seminar

WiSe 13/14: Mathematical Control Theory

Carsten Hartmann

Zusätzl. Angaben / Voraussetzungen

Required:
Solid knowledge of analysis and differential equations is required. Interest in the modelling of real-world processes is helpful. The course will be held in English only upon request. Schließen

Kommentar

Content
The Seminar will give a high-level overview of the basic concepts of control ans systems theory. the course topics involve:
  • Linear control systems: controllability and observability
  • Bang-bang principle and time-optimal controls
  • Linear quadratic regulator
  • Dynamic programming: Bellman and Hamilton-Jacobi equations
  • Pontryagin Maximum Principle
  • Optimal control with state constraints
  • Differential games
  • Stochastic control
  • Optimal stopping
  • Applications in science, engineering and finance
Schließen

Literaturhinweise

References:
  1. E. Sontag: Mathematical Control Theory: Deterministic Finite-Dimensional Systems. Springer-Verlag, New York, 1998.
  2. J. Zabczyk: Mathematical Control theory: An Introduction. Birkhäuser, Boston, 1995.
  3. W. Fleming and H. Soner, Controlled Markov Processes and Viscosity Solutions, Springer-Verlag, New York, 2006
  4. L. Evans: An Introduction to Mathematical Optimal Control Theory (version 0.2). Lecture Notes, U Berkeley, (available via: Uni Berkeley
    Further references will be made available when the course starts.
Schließen

16 Termine

Regelmäßige Termine der Lehrveranstaltung

Do, 17.10.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 24.10.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 31.10.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 07.11.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 14.11.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 21.11.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 28.11.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 05.12.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 12.12.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 19.12.2013 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 09.01.2014 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 16.01.2014 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 23.01.2014 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 30.01.2014 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 06.02.2014 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Do, 13.02.2014 14:00 - 16:00

Dozenten:
Prof. Dr. Carsten Hartmann

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Studienfächer A-Z