Assigned (compulsory) reading

No compulsory reading. But should the videos be insufficient to master the announced competences, check my own lecture notes for this week.

Recommended (not compulsory) further reading

The material presented in this lecture - discrete-time LQ-optimal control aproached via (algebraic) Riccati equations - is very standard and can be found in literally any book on optimal control. The fact is, however, that they mostly describe a continuous-time version. Our lecture (and our own lecture notes) acknowledge a major inspiration in the second chapter of [1] (note that a newer version of the book is now available; in fact, the authors even made it available online on their web page).

[1] Frank L. Lewis and Vassilis L. Syrmos. Optimal Control, 2nd Edition. Wiley-Interscience, October 1995.

Last modified: Tuesday, 8 March 2022, 11:02 PM