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Terminated in academic year 2020/2021

Theory of Optimal Control

Type of study Follow-up Master
Language of instruction Czech
Code 638-0801/03
Abbreviation TOR
Course title Theory of Optimal Control
Credits 7
Coordinating department Department of Automation and Computing in Industry
Course coordinator doc. Ing. Milan Heger, CSc.

Subject syllabus

1. Introduction to the theory of optimal control, static and dynamic optimization, one-dimensional and multi-dimensional tasks, mathematical apparatus and methods for the solution.
2. Analytical methods of static one-dimensional optimization, derivation of necessary and sufficient conditions, approaches and methods of solution.
3. Numerical differential methods of static one-dimensional optimization-Bolzano method, Newton method, the secants method.
4. Numerical methods of static one-dimensional optimization-direct methods, interpolation methods, uniform comparative methods and its modification.
5. Numerical methods of static one-dimensional optimization-adaptive methods, the golden section method, Fibonaci method and some version of method of the dichotomy.
6. Static multi-dimensional optimization - analytical methods for solving tasks without limits, the method of least squares.
7. Static multi-dimensional optimization - analytical methods for solving tasks with a constraint in the form of equalities and inequalities.
8. Static multi-dimensional numerical methods of optimization, deterministic and stochastic methods.
9. Principles and methods of the extremal control and examples of their practical use in metallurgy.
10. Linear programming, basic concepts, the graphical interpretation and solutions, the creation of models and application to hierarchically higher levels of management in metallurgical industry.
11. Linear programming-solving tasks of linear programming of production, nutritional problem, distribution problem and optimization of cutting plans.
12. Dynamic optimization, basic terms, types of criterion functionals, definition of task and the application for optimal control of large energy aggregates and metallurgical units and optimum control circuits.
13. Calculus of variations, Euler equations, applications in tasks of dynamic optimization.
14. Dynamic programming, Bellman principle, the application in tasks of dynamic optimization.
15. The principle of minimum - Pontrjagin principle, the application in tasks of dynamic optimization.

Literature

[1] Bryson, A. and Ho, Y.: Applied Optimal Control. Blaisdell Publishing, Walthman, MA., 1969
[2] Vinter, R. : Optimal Control. Birkhauser, Boston. , 2001

Advised literature

[1] Bertsekas, D.: Dynamic Programming and Optimal Control (2nd ed). Athena Scientific, Belmont, MA. 2000