2303183 – Optimal Control

The module teaches the mathematical basics that are required to solve optimization problems. The first part of the lecture treats methods for solving dynamic optimization problems, including Dynamic Programming and methods derived from the calculus of variations, such as the Hamilton method. This is followed by a section on optimal control problems. After presenting techniques to transform dynamic optimization problems into static ones, the final part of the lecture addresses methods for solving static optimization problems, both constrained and unconstrained