CDS 110b: Optimal Control

This lecture provides an overview of optimal control theory. Beginning with a review of optimization, we introduce the notion of Lagrange multipliers and provide a summary of the Pontryagin's maximum principle.

Lecture Outline

1. Introduction: two degree of freedom design and trajectory generation
2. Review of optimization: necessary conditions for extrema, with and without constraints
3. Optimal control: Pontryagin Maximum Principle
4. Examples: bang-bang control and scalar linear system (if time)

Lecture Materials

• Lecture Notes
• Homework 1

References and Further Reading

• Notes on Pontryagin's Maximum Principle