Course detail
Mathematical Methods Of Optimal Control
FSI-9MOR Acad. year: 2025/2026 Summer semester
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. Bellman's principle of optimality. Pontryagin's maximum principle. Time-optimal control of linear problems. Problems with state constraints. Applications.
Language of instruction
Czech
Supervisor
Department
Entry knowledge
Differential and integral calculus, ordinary differential equations.
Rules for evaluation and completion of the course
Course-unit credit is awarded on the following conditions: Active participation in seminars. 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.
Attendance at lectures is recommended. Lessons are planned according to the week schedules. Absence from seminars may be compensated for by the agreement with the teacher.
Aims
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.
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.
The study programmes with the given course
Programme D-KPI-P: Design and Process Engineering, Doctoral, recommended course
Programme D-APM-P: Applied Mathematics, Doctoral, recommended course
Type of course unit
Lecture
20 hours, optionally
Syllabus
1. The scheme of variational problems and basic task of optimal control theory.
2. Dynamic programming. Bellman's principle of optimality.
3. Maximum principle.
4. Time-optimal control of an uniform motion.
5. Time-optimal control of a simple harmonic motion.
6. Basic properties of optimal controls.
7. Optimal control of systems with a variable mass.
8. Variational problems of flight dynamics.
9. Energy-optimal control problems.
10. Variational problems with state constraints.