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151-0563-01L 4 Credits BSC , DR , MSC D-ITET , D-MAVT , D-MATH , D-INFK , D-PHYS

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Dynamic Programming and Optimal Control

Lecturers & Examiners: Prof. Dr. Raffaello D'Andrea

VVZ CR 4.33

Last Updated: 2026-02-05 15:35:56

Abstract

Introduction to Dynamic Programming and Optimal Control.

Objective

Covers the fundamental concepts of Dynamic Programming & Optimal Control.

Content

Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control.

Resources

Literature

Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover.

Learning Materials (Links)

Main link
course website

General Information

Language: English
Levels: BSC , DR , MSC
Frequency: Yearly recurring

Examination

Type: session examination
Mode: written 150 minutes
Aids: A single A4 sheet of paper (double sided; hand-written or computer typed)

There is a written final exam during the examination session, which covers all material taught during the course, i.e. the material presented during the lectures and corresponding problem sets, programming exercises, and recitations.Additionally, there will be a programming assignment, which is an optional learning task during the semester. It requires the student to understand and apply the lecture material. It contributes a maximum of 0.25 grade points to the final grade, but only if it helps to improve the final grade.

Course Components

Type	Title	Time & Place	Hours
lecture	Dynamic Programming and Optimal Control The lecture will start in the 2nd week of Semester. The lecturers will communicate the exact lesson times of ONLINE courses.	Wed 14:00-16:00 (ON LI NE)	2 h weekly
exercise	Dynamic Programming and Optimal Control The exercise will start in the 2nd week of Semester. The lecturers will communicate the exact lesson times of ONLINE courses.	Wed 16:00-17:00 (ON LI NE)	1 h weekly

Offered In

Computational Science and Engineering Bachelor
- For All Programme Regulations
  - Fields of Specialization
    - Robotics (Only one of the two course units 263-5902-00L Computer Vision resp. 227-0447-00L Image Analysis and Computer Vision may be recognised for credits. More precisely, it is also not allowed to have recognised one course unit for the Bachelor's and the other course unit for the Master's degree.)
Mechanical Engineering Master
- Core Courses
  - Robotics, Systems and Control (The courses listed in this category “Core Courses” are recommended. Alternative courses can be chosen in agreement with the tutor.)
Computational Science and Engineering Master
- Fields of Specialization
  - Systems and Control
  - Robotics (Only one of the two course units 263-5902-00L Computer Vision resp. 227-0447-00L Image Analysis and Computer Vision may be recognised for credits. More precisely, it is also not allowed to have recognised one course unit for the Bachelor's and the other course unit for the Master's degree.)
Mathematics Master
- Application Area (Only necessary and eligible for the Master degree in Applied Mathematics. One of the application areas specified must be selected for the category Application Area for the Master degree in Applied Mathematics. At least 8 credits are required in the chosen application area.)
  - Control and Automation
Electrical Engineering and Information Technology Master
- Master Studies (Programme Regulations 2018)
  - Systems and Control (The core courses and specialisation courses below are a selection for students who wish to specialise in the area of "Systems and Control", see . The individual study plan is subject to the tutor's approval.)
    - Core Courses (These core courses are particularly recommended for the field of "Systems and Control". You may choose core courses form other fields in agreement with your tutor. A minimum of 24 credits must be obtained from core courses during the MSc EEIT.)
      - Advanced Core Courses (Advanced core courses bring students to gain in-depth knowledge of the chosen specialization. They are MSc level only.)
- Master Studies (Programme Regulations 2008)
  - Major Courses (A total of 42 CP must be achieved during the Master Programme. The individual study plan is subject to the tutor's approval.)
    - Systems and Control
      - Core Subjects (These core subjects are particularly recommended for the field of "Systems and Control".)
Robotics, Systems and Control Master
- Core Courses
Doctoral Department of Mechanical and Process Engineering (More Information at: )
- Doctoral and Post-Doctoral Courses
Data Science Master
- Core Courses
  - Core Electives
Quantum Engineering Master
- Electives (This is a selection of courses particularly suitable for the MSc QE. In agreement with the tutor, students may choose other courses from the ETH course catalogue.)