Optimal and Robust Control

Knowledge (I memorize and understand)

• Understand and explain the Bellman's principle of optimality.
• Show how dynamic programming and Bellman's principle of optimality can be used to give analytical solution to a discrete-time LQ-optimal control on a finite control interval.
• Give the Hamilton-Jacobi-Bellman (HJB) equation and explain it as a reformulation of the principle of optimality for continuous-time systems. Give also its version featuring the Hamiltonian function.

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

• use dynamic programming to design an optimal feedback controller in the form of a lookup table for a general (possibly nonlinear) discrete-time dynamical system.