MATS425
Selected topics in control theory, 3 cr, spring 2016
This two week intensive course is an introduction to the mathematical theory of optimal control. The theory of optimal control deals with the problem of finding optimal control or controls with respect to a given cost or payoff functional. The questions we encounter are for example does an optimal control exist, how they can be characterized mathematically and how to construct an optimal control. We also study connections to partial differential equations and present several examples from both the practical and mathematical point of views.
Schedule
Lectures on Mon, Tue, Fri 10.15-12.00 at MaD355 and Thu 12.15-14.00 at MaD355. The first lecture is on Mon 18.1 at 10.15-12.00, MaD355.
Korppi
Korppi
Lectures
Lecturer
Mikko Parviainen,
mikko.j.parviainen@jyu.fi, MaD306
Course requirements
Course is passed by solving a sufficient number of exercises, and returning solutions to the lecturer, or by a course work. There will be about 20 problems. You can return exercises to the lecturer at the lectures, at lecturer's office MaD306 (mailbox outside the office), or you can scan exercises and send them via email.
The course will be graded as follows
50% problems solved -> grade 1
....
90% problems solved -> grade 5
Prerequisites: Basic knowledge of differential equations. Also basics of partial differential equations and viscosity solutions will be helpful, but can be reviewed during the course.
Exercises
Literature
Outline of lectures will appear on the website.
Additional reading