Dynamic systems and optimal control theory VT24

Syllabus

The course deals with systems of linear differential equations, stability theory, basic control theory, some selected aspects of dynamic programming, optimal linear quadratic control or Kalman filter. The theory of the course is useful in applications in various areas such as physics, biology (life science) and econonomy, in addition to engineering applications.  Control theoretic approach has played powerful role in analysis and synthesis in complicated biochemical networks and very recently in Machine learning algorithms analysis and design.

Textbook and other material
E. Sontag, Mathematical Control Theory, Deterministic finite dimensional systems, 2nd edition, Springer. (S)

Please note that self-enrollment on the course page is not the same as course registration in Ladok.

Schedule