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Optimal Control
Optimale Regelung
Last Updated: 2026-02-05 15:13:58
Abstract
Optimal control problems: types and examples. Static optimization problems; the method of Lagrange multipliers; transversality conditions. Pontryagin's minimum principle: calculus of variation; singular optimal control; existence of an optimal control. Optimal feedback control: the principle of optimality; Hamilton-Bellman-Jacobi theory. Differential games and H-infinity control.
Objective
Mastering the mathematical tools for the design of optimal controllers.
Content
Optimal open-loop and closed-loop control of dynamic systems. Calculus of variations. Pontryagin’s minimum principle. Principle of optimality. Hamilton-Bellman-Jacobi theory. Numerical methods. Differential games. Applications to: Servo control, robotics, flight control, etc.
Resources
Lecture Notes
Hans P. Geering, Optimal Control with Engineering Applications, Springer-Verlag, 2007
General Information
- Language
- German
- Levels
- MSC
- Frequency
- Yearly recurring
Examination
- Type
- session examination
- Mode
- oral 30 minutes
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Optimale Regelung |
|
2 h weekly |
| exercise | Optimale Regelung |
|
1 h weekly |
Offered In
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Application Area (only necessary for MSc in Applied Mathematics)
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Minor Subjects (These courses are recommended, but you are free to choose courses from any other major.)
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