Search result: Catalogue data in Autumn Semester 2020
Mathematics Master ![]() | ||||||
![]() Only necessary and eligible for the Master degree in Applied Mathematics. One of the application areas specified must be selected for the category Application Area for the Master degree in Applied Mathematics. At least 8 credits are required in the chosen application area. | ||||||
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Number | Title | Type | ECTS | Hours | Lecturers | |
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151-0563-01L | Dynamic Programming and Optimal Control ![]() | W | 4 credits | 2V + 1U | R. D'Andrea | |
Abstract | Introduction to Dynamic Programming and Optimal Control. | |||||
Learning objective | Covers the fundamental concepts of Dynamic Programming & Optimal Control. | |||||
Content | Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control. | |||||
Literature | Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover. | |||||
Prerequisites / Notice | Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra. |
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