Seminar Mathematical Control Theory
News
The seminar will start on 31 October, 2013.
When and where
| Donnerstag | 14.15-15.45 Uhr | Arnimallee 6, Raum 009 |
Contact
| Carsten Hartmann | chartman@mi.fu-berlin.de | Room 113, Arnimallee 6 |
| Ralf Banisch | ralfbanisch@zedat.fu-berlin.de | Room 115, Arnimallee 6 |
General Information
Aims and scope
The Seminar will give a high-level overview of the basic concepts of control and systems theory. The course topics involve:
- Linear control systems: controllability and observability
- Bang-bang principle and time-optimal controls
- Linear quadratic regulator
- Dynamic programming: Bellman and Hamilton-Jacobi equations
- Pontryagin Maximum Principle
- Optimal control with state constraints
- Differential games
- Stochastic control
- Optimal stopping
- Applications in science, engineering and finance
Requirements
Solid knowledge of analysis and differential equations is required. Interest in the modelling of real-world processes is helpful. The course will be held in English.
Presentation format
Blackboard or screen presentation of about 45-60 min. The references given below are meant as a suggestion; feel free to use whatever books or articles you find most accessible.
Schedule
| Date | Speaker | Topic | References | Comments |
| 31.10.2013 | Alexandra Grigore | Linear control systems I: controllability & observability | [4, Secs. 2.1-2.4] | arrange with LCS II |
| 07.11.2013 | Katharina Colditz | Linear control systems II: bang-bang control | [1, Sec. 10.3], [4, Sec. 2.5] | arrange with LCS I |
| 14.11.2013 | Benjamin Samulowski | Time-optimal control | [4, Sec. 3] | |
| 21.11.2013 | Alexander Fritz | Pontryagin Maximum Principle I: derivation | [4, Secs. 4.1-4.3] | |
| 09.01.2014 | Adem Güngör | Pontryagin Maximum Principle II: applications | [4, Secs. 4.4-4.8] | |
| 16.01.2014 | Oliver Zwingel | Dynamic programming | [4, Secs. 5.1-5.2] | arrange with PMP III |
| 23.01.2014 | Kristine Kaiser | Pontryagin Maximum Principle III: relation to dynamic programming | [5, Sec. 5.3] | arrange with DP |
| 30.01.2014 | Christoph Spiegel | Differential games | [4, Sec. 6] | |
| 06.02.2014 | Tilman Mirschel | Stochastic optimal control | [4, Sec. 7] | |
References
[1] E. Sontag, Mathematical Control Theory: Deterministic Finite-Dimensional Systems. Springer-Verlag, New York, 1998.
[2] J. Zabczyk, Mathematical Control theory: An Introduction. Birkhäuser, Boston, 1995.
[3] W. Fleming and H. Soner, Controlled Markov Processes and Viscosity Solutions, Springer-Verlag, New York, 2006.
[4] L. Evans, An Introduction to Mathematical Optimal Control Theory. Lecture Notes, U Berkeley, (available online).