EML 6934 - Optimal Control

Spring 2014

Course Instructor: Dr. Anil V. Rao, MAE-A 314, E-mail: anilvrao@ufl.edu. Tel: 352-392-5523 (Office)

Textbook: Kirk, D. E., *Optimal Control Theory: An Introduction,* Dover Publications, 2005.

Alternate Textbooks

This course is highly research based in that all of the material you may seek may not be found in the assigned text. As a result, below are a list of alternate textbooks that you may want to acquire for studying and reference purposes.

- Athans, M. and Falb, P. L.,
*Optimal Control: An Introduction to the Theory and Its Applications*, Dover Publications, 2006. ISBN-10: 0486453286. ISBN-13: 978-0486453286. - Bryson, A. E. and Ho, Y-C.,
*Applied Optimal Control: Optimization Estimation, and Control*, Taylor and Francis, 1975. ISBN-10: 0891162283. ISBN-13: 978-0891162285. - Vinter, R.,
*Optimal Control*, Birkhäuser, 2010. ISBN-10: 0817649905. ISBN-13: 978-0817649906. - Betts, J. T.,
*Practical Methods for Optimal Control and Estimation Using Nonlinear Programming*, Second Edition, SIAM Press, Philadelphia, 2009. ISBN-10: 0898716888. ISBN-13: 0898716887.

Syllabus:

- Calculus of Variations
- Calculus of Variations Applied to Optimal Control
- Nonlinear Optimization
- Numerical Methods for Solving Optimal Control Problems

Homework:

The homework in this class will not be graded, but assignments will be given. A preliminary list of assignments is shown below. The final set of assignments will be posted shortly after the course starts.

Exams

This course will have two take-home exams which will be scheduled shortly after the course begins. Each exam will have the form of a “mini project” in that it will have both theoretical and computational aspects. In order to give you ample time to complete the exams, each exam will be handed out on a Friday and will be due the following Friday. The schedule is as follows:

- Exam 1: Distributed via E-mail on 21 February 2014. Due in Class on 28 February 2014

- Exam 2: Distributed via E-mail on 16 April 2014. Due in Class on 28 April 2014

Course Project

The objective of the course project is to provide you the opportunity to learn the numerical methods that are studied in the course. To this end, the project entails that you choose two problems to solve numerically and provide a corresponding detailed analysis of your results. The project is described in the PDF file found by clicking here.

Syllabus:

- Take-Home Exam #1: 30 percent
- Take-Home Exam #2: 30 percent
- Project: 40 percent