Date: Monday, November 03, 2014
Location: 3096 East Hall (2:30 PM to 3:30 PM)
Title: Introduction to Optimal Control
Abstract: Optimal control theory, only became a separate branch in applied mathematics in the mid-20th century, has a long history that can date back to the famous Brachystochrone problems in the late 17th. Since it was formalized, optimal control problems popped up in almost all areas of engineering, economy and social science.
In this talk, a historical review of optimal control is first given. Then the formal optimal control problem is introduced, and some theories for its solution are highlighted, including Calculus of Variations, Pontryagin Maximum Principle and Hamilton-Jacobi-Bellman Equation. Numerical techniques, such as dynamic programming, direct collocation method are shown with examples from engineering.
Speaker: Chaozhe He
Institution: UM Engineering