The Ohio State University
Department of Electrical and Computer Engineering
Prerequisites: EE 750 (Linear Systems Theory) or equivalent, or permission of instructor.
Winter 2007 Course Instruction:
Instructor:
Professor
Jose B. Cruz, Jr.
752 Dreese Laboratory
Phone/Fax: 614-292-1588
cruz.22@osu.edu
Office Hours: To be arranged
Grading: Homework 30%, Midterm 30%, Final Exam 40% .
References: 1. Dynamic Optimization, by Arthur E. Bryson, Jr., Addison-Wesley 1999 .
2. Dynamic Programming and Optimal Control, Volume I, Second Edition, by Dimitri P. Bertsekas, Athena Scientific, Belmont MA, 2000.
3. Dynamic Noncooperative Game Theory, Second Edition, by Tamer Basar and Geert Jan Olsder, Academic Press, London, 1995.
Course Goals:
The purpose of this course is to give students
background in dynamic optimization: the Calculus of Variations,
Pontryagin's Minimum Principle, and Bellman's Dynamic Programming.
The optimization methods are applied to deterministic dynamic systems
which may have multiple agents or controllers.
Outline:
Dynamic Optimization (discrete-time
and continuous-time systems, calculus of variations)
Dynamic Optimization (Terminal
Constraints, two-point boundary-value problems, open final time)
Linear-Quadratic Regulators (eigenvector
solution of Matrix Riccati equation)
Dynamic Programming and its Relationship
with the Minimum Principle and the
Calculus
of Variations
Suboptimal Control (rollout algorithms, model predictive control, receding
horizon control)
Equilibrium Concepts for Multi-Agent
Optimization (Pareto, Nash, and Stackelberg strategies)
Minimum Principle and Dynamic Programming for Multi-Agent Systems
Control Engineering links
Resources
and links on the internet on Control Systems
Homework and other course information are on carmen