Drexel University 3 credits ECES
Introduces the concept of optimal control first by static optimization for state space formulated systems. The concept is expanded as the linear quadratic regulator problem for dynamic systems allowing solution of the optimal control and suboptimal control problems for both discrete and continuous time. Additional topics include the Riccati equation, the tracking problem, the minimum time problem, dynamic programming, differential games and reinforcement learning. The course focuses on deriving, understanding, and implementation of the algorithms.
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