Abstract: The aim of the course it to give a brief introduction to Optimal Control. In particular, we will cover some basic topics such as Necessary conditions of optimality, Hamilton-Jacobi equations and Viscosity solutions. Furthermore, we will highlight some connections to state-of-the-art research topics related to optimal control.
List of topics:
- Optimal control problem formulation;
- Existence of solutions
- Necessary Conditions of Optimality
- Method of Characteristics;
- Dynamic Programming Principle;
- Hamilton-Jacobi equations
- Viscosity Solutions.
The schedule of the course can be checked at the following link:
