Fundamentals of Optimal Control Theory (FSI-SOR-A)

Academic year 2020/2021
Supervisor: prof. RNDr. Jan Čermák, CSc.  
Supervising institute: ÚM all courses guaranted by this institute
Teaching language: English
Aims of the course unit:
The aim of the course is to explain basic ideas and results of the optimal control theory, demonstrate the utilized techniques and apply these results to solving practical variational problems.
Learning outcomes and competences:
Students will acquire knowledge of basic methods of solving optimal control problems. They will be made familiar with the construction of mathematical models of given problems, as well as with usual methods applied for solving.
Prerequisites:
Linear algebra, differential and integral calculus, ordinary differential equations, mathematical programming, calculus of variations.
Course contents:
The course familiarises students with basic methods used in the modern control theory. This theory is presented as a remarkable example of the interaction between practical needs and mathematical theories. Also dealt with are the following topics:
Optimal control. Pontryagin's maximum principle. Time-optimal control of linear problems. Problems with state constraints. Singular control. Applications.
Teaching methods and criteria:
The course is taught through lectures explaining the basic principles and theory of the discipline. Exercises are focused on practical topics presented in lectures.
Assesment methods and criteria linked to learning outcomes:
Course-unit credit is awarded on the following conditions: Active participation in seminars. Fulfilment of all conditions of the running control of knowledge.
Examination: The examination tests the knowledge of definitions and theorems (especially the ability of their application to the given problems) and practical skills in solving of examples. The exam is written (possibly followed by an oral part).
Grading scheme is as follows: excellent (90-100 points), very good
(80-89 points), good (70-79 points), satisfactory (60-69 points), sufficient (50-59 points), failed (0-49 points). The grading in points may be modified provided that the above given ratios remain unchanged.
Controlled participation in lessons:
Attendance at lectures is recommended, attendance at seminars is obligatory and checked. Lessons are planned according to the week schedules. Absence from seminars may be compensated for by the agreement with the teacher.
Type of course unit:
    Lecture  13 × 2 hrs. optionally                  
    Exercise  13 × 1 hrs. compulsory                  
Course curriculum:
    Lecture 1. The scheme of variational problems and basic task of optimal control theory.
2. Maximum principle.
3. Time-optimal control of an uniform motion.
4. Time-optimal control of a simple harmonic motion.
5. Basic results on optimal controls.
6. Variational problems with moving boundaries.
7. Optimal control of systems with a variable mass.
8. Optimal control of systems with a variable mass (continuation).
9. Singular control.
10. Energy-optimal control problems.
11. Variational problems with state constraints.
12. Variational problems with state constraints (continuation).
13. Solving of given problems.
    Exercise 1. The general scheme of variational problems demonstrated by examples.
2. The basic task of optimal control theory demonstrated by examples.
3. Time-optimal control of an uniform motion demonstrated by examples.
4. Time-optimal control of a simple harmonic motion demonstrated by examples.
5. Linear time-optimal control problems with fixed boundaries.
6. Linear time-optimal control problems with moving boundaries.
7. Optimal control of systems with a variable mass demonstrated by examples.
8. Optimal control of systems with a variable mass demonstrated by examples (continuation).
9. Optimal control of systems with a variable mass demonstrated by examples (continuation).
10. Problem of an energy optimal control of a train.
11. Nonlinear programming problems in optimal control problems.
12. Variational problems with state constraints.
13. Variational problems with state constraints (continuation).
Literature - fundamental:
1. Bryson, A.E. - Ho, Y.Ch. :Applied Optimal Control: Optimization, Estimation and Control, Taylor & Francis Group, New York, 1975.
2. Howlett, P.G. - Pudney,P.J.: Energy-Efficient Train Control,Springer, London, 1995..
Literature - recommended:
1. Pontrjagin, L. S. - Boltjanskij, V. G. - Gamkrelidze, R. V. - Miščenko, E. F.: Matematičeskaja teorija optimalnych procesov, Moskva, 1961.
2. Lee, E. B. - Markus L.: Foundations of optimal control theory, New York, 1967.
3. Geering H.-P.: Optimal Control with Engineering Applications, Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2007
The study programmes with the given course:
Programme Study form Branch Spec. Final classification   Course-unit credits     Obligation     Level     Year     Semester  
M2A-A full-time study M-MAI Mathematical Engineering -- Cr,Ex 4 Compulsory 2 2 W
M2A-P full-time study M-MAI Mathematical Engineering -- Cr,Ex 4 Compulsory 2 2 W