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Published by: Massachusetts Institute of Technology | Language: English
Published by: Massachusetts Institute of Technology | Language: English
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This course studies basic optimization and the principles of optimal control. It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and approaches based on Pont
Author(s):
Tag(s):
- aeronautics and astronautics
- nonlinear optimization
- dynamic programming
- hjb equation
- calculus of variations
- constrained optimal control
- singular arcs
- stochastic optimal control
- lqg robustness
- feedback control systems
- model predictive control
- line search methods
- lagrange multipliers
- discrete lqr
More OCW like this |
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Published by: Massachusetts Institute of Technology | Language: English
Published by: Massachusetts Institute of Technology | Language: English
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This course focuses on dynamic optimization methods, both in discrete and in continuous time. We approach these problems from a dynamic programming and optimal control perspective. We also study the dynamic systems that come from the solutions to these problems. The course will illustrate how these techniques are useful in various applicati
Author(s):
Tag(s):
- economics
- vector spaces
- principle of optimality
- concavity of the value function
- differentiability of the value function
- euler equations
- deterministic dynamics
- models with constant returns to scale
- nonstationary models
- stochastic dynamic programming
- stochastic euler equations
- stochastic dynamics
- calculus of variations
- the maximum principle
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