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151-0563-01L 4 Credits BSC , DR , MSC D-ITET , D-MATH , D-MAVT , D-INFK , D-ERDW , D-PHYS
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Dynamic Programming and Optimal Control

Lecturers & Examiners: Prof. Dr. Raffaello D'Andrea
VVZ CR 4.33

Last Updated: 2026-06-01 11:30:52

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)

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.

Course Components

Type Title Time & Place Hours
lecture Dynamic Programming and Optimal Control
The lecture will start in the 1st week of the Semester.
  • Wed 14:15-16:00 (HG F 1)
2 h weekly
exercise Dynamic Programming and Optimal Control
The exercise will start in the 1st week of the Semester.
  • Wed 16:15-17:00 (HG F 1)
1 h weekly

Offered In