EE291E Lecture Notes 8. Optimal Control and Dynamic Games

EE291E/ME 290Q Lecture Notes 8. Optimal Control and Dynamic Games

There are numerous excellent books on optimal control. Commonly used books which we will draw from are Athans and Falb [1], Berkovitz [3], Bryson and Ho [4], Pontryagin et al [5], Young [6], Kirk [7], Lewis [8] and Fleming and Rishel[9]. The history of optimal control is quite well rooted in antiquity, with allusion being made to Dido, the first Queen of Carthage, who when asked to take as much...

EE291E Lecture Notes 7. Controller Synthesis for Hybrid Systems I: Introduction to Discrete Games

This lecture is first in a series of lectures on designing control laws for hybrid systems. What is a control law? It is a method by which we steer the automaton using input variables, so that the closed loop exhibits certain desirable properties. A control problem involves: 1. A plant 2. A specification 3. A controller Controller synthesis involves coming up with a methodology for designing co...

EE291E/ME 290Q Lecture Notes 10. Controller Synthesis for Hybrid Systems

AA278A Lecture Notes 8. Optimal Control and Dynamic Games

There are numerous excellent books on optimal control. Commonly used books which we will draw from are Athans and Falb [2], Berkovitz [4], Bryson and Ho [5], Pontryagin et al [6], Young [7], Kirk [8], Lewis [9] and Fleming and Rishel[10]. The history of optimal control is quite well rooted in antiquity, with allusion being made to Dido, the first Queen of Carthage, who when asked to take as muc...

Lecture Notes: (Stochastic) Optimal Control

2 Stochastic optimal control (discrete time) 2 2.1 The Linear-quadratic-Gaussian (LQG) case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2 Message passing in LQG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 Special case: kinematic control . . . . . . . . . . . . . . . . . . . . . . . . . ...