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Professor Ilya Ioslovich: Short Course - Advanced Optimal Control Theory fo...
Thu 8 December 2016, 14:00 – 16:00 GMT
Short Course: Advanced Optimal Control Theory for Engineers 6th, 7th and 8th December 2016 (2 hours each day).
Conference: Optimal Control Theory applications in Civil Engineering, 9th of December 2016.
1. General problem in optimal control theory.
2. Transformations of the optimal processes. Lagrange multipliers
3. Krotov’s lemma and the Bellman-Krotov sufficient conditions.
4. Pontryagin’s maximum principle.
5. Boundary constraints and the transversality conditions.
6. Sliding modes and cycling sliding regimes. Method of passive integrals.
7. Processes with parameters. Linear and Convex processes.
8. Linear-quadratic processes.
9. State and control constraints.
10. Singular solutions.
11. Statistical hypotheses and Neyman-Pearson Lemma.
Date and Time
Faculty of Science and Technology
University of Westminster
115 New Cavendish Street