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151-0563-01L 4 Credits MSC D-ITET , D-MATH , D-MAVT

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Dynamic Programming & Optimal Control

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

VVZ CR 4.33

Last Updated: 2026-02-05 15:24:08

Abstract

Introduction to Dynamic Programming and Optimal Control.

Content

Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Deterministic Continuous Time Optimal Control; Hamilton-Jacobi-Bellman Equation; Pontryagin Minimum Principle; Problems with Perfect and Imperfect State Information; Infinite Horizon Problems.

Resources

Literature

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

General Information

Language: English
Levels: MSC
Frequency: Yearly recurring

Examination

Type: session examination
Mode: written 150 minutes
Aids: Open book, open notes.

Additionally to the session examination: midterm exam (only for improvement of final grade) and homework assignments

Course Components

Type	Title	Time & Place	Hours
lecture with exercise	Dynamic Programming & Optimal Control First lecture will take place on September 24. Lecture: 13.00 - 15.00 h Exercise: 15.00 - 16.00 h	Wed 13:15-16:00 (ML F 38) 30.09 Date 18:15-22:00 (ML F 38) 02.12 Date 18:15-22:00 (ML F 38)	3 h weekly

Offered In

Mechanical Engineering Master
- Core Courses
  - Robotics, Systems, Control
Mathematics Master
- Application Area (only necessary for the Master degree in Applied Mathematics)
  - Control and Automation
Electrical Engineering and Information Technology Master
- Majors
  - Electrical Power Systems and Mechatronics (A total of 42 CP must be achieved during the Master Program. The individual study plan is subject to the tutor's approval.)
    - Recommended Subjects (These courses are recommended, but you are free to choose courses from any other special field. Please consult your tutor.)
  - Systems and Control (A total of 42 CP must be achieved during the Master Program. The individual study plan is subject to the tutor's approval.)
    - Core Subjects (These core subjects are particularly recommended for the field of "Systems and Control".)