Optimal and Robust Control

Knowledge (I memorize and understand)

• Give the problem statement for the indirect approach to continuous-time optimal control. Explain the essence of one or two algorithms that are based on the indirect approach (for example, iteration over the control, shooting, multiple shooting, collocation)
• Give the problem statement for the direct approach to continous-time optimal control. Explain the essence of one or two algorithms from this group such as direct single shooting, direct multiple shooting, direct collocation. 

Skills (I can use the knowledge to solve a problem)

• Solve a continuous-time optimal control problem for a nonlinear system using a direct method (direct collocation).