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.
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.
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.
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.