Optimal Control

This course covers the main principles of optimal control theory applied to deterministic continuous-time problems and provides guidance on numerical methods for their solution. Fundamental results are reached starting with parameter optimization, the calculus of variations, Pontryagin's principle(s), dynamic programming and ending with the Hamilton-Jacobi-Bellman theory. Geometric and analytic properties of the formulations and solutions are highlighted. Numerical methods for direct and indirect optimal control problems are covered with applications. Emphasis is placed on intuition between the various aspects of the course.