Covered Material (spring 2004)

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1. (22 March). General introduction. Examples from Chapter 2. Formulation and derivation of Euler equation.
2. (29 March). Chapter 2 completed.
3. (2 april). Chapter 3. Introduction to stability.
4. (5 april). Chapter 3 completed.
5. (19 april). Introduction to Optimal Control. Optimization of function of two variables subject to static constraint (not covered in lecture notes). Derivation of the Hamiltonian equations. Example. See additional notes.
6. (23 april). Maximum principle. Examples.
7. (17 May). Introduction to dynamic programming. Derivation of Hamilton Jacobi Bellman equation. First order example.
8. (24 May). LQ problem, finite horizon. First part Section 4.3.
9. (4 June). LQ problem, infinite horizon. Second part Section 4.3.