Optimal and Robust Control
B3M35ORR + BE3M35ORR + BE3M35ORC
Tento kurz je součástí již archivovaného semestru, a proto je dostupný pouze pro čtení.
Osnova sekce
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Continuous-time optimal control, calculus of variations, LQ-optimal control
- introduction to calculus of variations: functional, variation of a functional, finite-interval fixed-ends problem, Euler-Lagrange equation as a first-order necessary condition of optimality.
- continuous-time optimality principle - HJB equation