ENEE 664  Optimal Control
ENEE 664  Optimal Control
Spring 2004
Last Update 9:30 a.m. Saturday, May 22, 2004
Course Information
Special Announcements
All lecture notes are posted.

Weekly Lecture Notes by P. S. Krishnaprasad
Lecture 10(a) on Newton's method and rate of convergence and
Lecture 11(a) on second order necessary conditions
Lecture 11(c) on second order necessary conditions in the calculus of variations (Legendre)
Lecture 12 on maximum principle
Lecture 13 on Hamilton Jacobi Bellman Equation


Homework Assignments

Homework solutions:

Some interesting resources on the web
Riccati had an interesting life. Some historical remarks on his life
and work due to Sergio Bittanti are available here . See also the page on
Riccati at the St. Andrews University archive (also a
source of biographical information
on other mathematicians).
The Brachystochrone problem was originally set by
Johann Bernoulli in June 1696. The paper of Hector J. Sussmann and Jan C. Willems in the IEEE Control Systems Magazine, June 1997, pp 3244, celebrates this event as a beginning of optimal control theory.
Solution (based on calculus) of Queen Dido's problem by P. D. Lax from
American Mathematical Monthly, vol. 102, No. 2, February 1995, pp. 158159