Introduction to the Calculus of Variations. Necessary and sufficient conditions for extrema. Euler-Lagrange equations. Extrema under constraints, Lagrange multipliers. Optimal Control: control systems, reachable sets, topological properties, controllability. The time-optimal control for linear time-invariant systems. Minimization of quadratic cost functionals in the linear time-invariant case. The Riccati equation. Pontryagin’s Maximum Principle. The Hamilton-Jacobi-Bellman equation. Applications.
- Teacher: Ιάσων Καραφύλλης
- Teacher: Ιωάννης Τσινιάς
ECTS : 4
Study Load : theory 4, lab 0
Language : el
Learning Outcomes : The students learn to solve optimal control problems and problems that deal with the minimization of functionals in function spaces. The students understand the applicability of the classical mathematical results to important engineering problems.