19126
Seminar
WiSe 13/14: Mathematical Control Theory
Carsten Hartmann
Additional information / Pre-requisites
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. close
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. close
Comments
Content
The Seminar will give a high-level overview of the basic concepts of control ans systems theory. the course topics involve:
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
Suggested reading
References:
- E. Sontag: Mathematical Control Theory: Deterministic Finite-Dimensional Systems. Springer-Verlag, New York, 1998.
- J. Zabczyk: Mathematical Control theory: An Introduction. Birkhäuser, Boston, 1995.
- W. Fleming and H. Soner, Controlled Markov Processes and Viscosity Solutions, Springer-Verlag, New York, 2006
- 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.
16 Class schedule
Regular appointments
Thu, 2013-10-17 14:00 - 16:00
Thu, 2013-10-24 14:00 - 16:00
Thu, 2013-10-31 14:00 - 16:00
Thu, 2013-11-07 14:00 - 16:00
Thu, 2013-11-14 14:00 - 16:00
Thu, 2013-11-21 14:00 - 16:00
Thu, 2013-11-28 14:00 - 16:00
Thu, 2013-12-05 14:00 - 16:00
Thu, 2013-12-12 14:00 - 16:00
Thu, 2013-12-19 14:00 - 16:00
Thu, 2014-01-09 14:00 - 16:00
Thu, 2014-01-16 14:00 - 16:00
Thu, 2014-01-23 14:00 - 16:00
Thu, 2014-01-30 14:00 - 16:00
Thu, 2014-02-06 14:00 - 16:00
Thu, 2014-02-13 14:00 - 16:00