Technische Universität Ilmenau

Optimal control - Interactive curriculae of TU Ilmenau

The interactive curriculae provide information on the degree programmes offered by the TU Ilmenau.

Please refer to the respective study and examination rules and regulations for the legally binding curricula (Annex Curriculum).

You can find all details on planned lectures and classes in the course catalogue.

Please note that this page is no longer updated. All modules and study plans from PO version 2021 onwards (Bachelor and Master study programs) are now available on the Campus Portal.

module properties Optimal control in degree program Master Technische Kybernetik und Systemtheorie 2021
module number201251
examination number2400911
departmentDepartment of Mathematics and Natural Sciences
ID of group 2413 (Numerical Analysis and Information Processing)
module leaderProf. Dr. Karl Worthmann
term winter term only
languageDeutsch/Englisch
credit points5
on-campus program (h)34
self-study (h)116
obligationelective module
examoral examination performance, 30 minutes
details of the certificate
link to Moodle course
teacher
signup details for alternative examinations
maximum number of participants
previous knowledge and experienceGrundlagen der Analysis und linearen Algebra sowie bzgl. gewöhnlicher Differentialgleichungen

Fundamentals of Analysis, Linear Algebra, Probability Theory, Python programming or Matlab programming

learning outcome

Die Studierenden kennen nach der Vorlesung grundlegende Begriffe, Resultate und Beweisideen der Theorie der optimalen Steuerung Insbesondere können Sie das Bang-Bang-Prinzip einordnen und beschreiben Außerdem können Sie das Maximumprinzip und seine Bestandteile wiedergeben, anwenden und einordnen. Sie sind nach den Übungen fähig, die allgemeinen Resultate auf Spezialfälle anzuwenden.
Zudem kennen die Studierenden Querbezüge zur (nichtlinearen) Optimierung.

After the lecture the students know the basic terminology and some of the key results of optimal control theory. For the latter, the students can sketched the main ideas of the respective proofs. This applies in particular to the bang-bang and the maximum principle. Moreover, the students can apply the results to deal with concrete example or tasks and are aware of connections to (nonlinear) optimization.

content

Modellierung und Formulierung optimaler Steuerungsprobleme (insbesondere Zeitoptimalität). Charakterisierung der zulässigen Menge für lineare autonome Differentialgleichungssysteme (insbesondere Bang-Bang-Prinzip) und Maximumprinzip sowie dessen Anwendung.

Modelling of optimal control problems including criteria like time optimality, characterization of the admissible set for linear time-invariant ordinary differential equations (including the bang-bang principle), maximum principle and its applicability

media of instruction and technical requirements for education and examination in case of online participation

Tafel, Arbeitsblätter, Moodle-Kurs
Blackbord, worksheets, Moodle

literature / references

- Jack Macki und Aaron Strauss: Introduction to Optimal Control Theory, Springer: Undergraduate Texts in Mathematics, 1982.
- Heinz Schättler und Urszula Ledzewicz: Geometric Optimal Control - Theory, Methods and Examples, Springer: Interdisciplinary Applied Mathematics 38, 1. Auflage, 2012.
- Suresh P. Sethi: Optimal Control Theory - Applications to Management Science and Economics, Springer, 3. Auflage, 2019.

evaluation of teaching