Time Table:
Math 574 --- 3PM --- M W F --- 312 TH --- CN = 96410 --- Hanson
Note: TIME CHANGED FROM 2PM TO 3PM, 08jan96! Note: ROOM CHANGED FROM 313TH TO 312TH, 10jan96!
Lecturer: F. B. Hanson, 718 SEO, X3-2142 (X6-3041msg)
E-Mail: Hanson@uic.edu
Web Page: http://www.math.uic.edu:~hanson/
Class Web Page: http://www.math.uic.edu:~hanson/math574syllabus.html/
Office Hours: 2pm MWF 718 SEO (by arrangement preferable);
Note Office Hours change to 2pm from 12pm.
Catalog description:
Introduction to optimal control theory;
calculus of variations, maximum principle, dynamic programming, feedback
control, linear systems with quadratic criteria, singular control,
optimal filtering, stochastic control.
Prerequisites: Graduate standing AND Math 411 Advanced Calculus II
or Math 427 Analysis in Several Variables or consent of the instructor.
Comments: This course is not a core course, but has been taught for many
years. It is strongly recommended for students in Applied Mathematics since
it illustrates an important application area. The course is used to prepare
Doctoral students interested in Mathematical Control and Information Theory.
List of Topics: ---- Hours:
Introduction to applied optimal control theory. ---- 2 hours.
Calculus of variations. ---- 6 hours.
The maximum principle. ---- 4 hours.
Optimal feedback control. ---- 6 hours.
Linear systems with quadratic criteria. ---- 4 hours.
Dynamic Programming. ---- 6 hours.
Singular control. ---- 5 hours.
Optimal filtering. ---- 5 hours.
Stochastic control. ---- 5 hours.
Leeway. ---- 2 hours.
Total. ---- 45 hours.
Texts (choose one, some are out of print and others may have to be ordered):
A. E. Bryson and Y. C. Ho, Applied Optimal Control, Hemisphere/Wiley, 1975.
D. E. Kirk, Optimal Control Theory: An Introduction, Prentice-Hall, 1970.
B. D. O. Anderson and J. B. Moore, Optimal Control, Prentice-Hall, 1990.