Applied Optimal Control

Zoom lectures: Tuesdays and Thursdays, 11:40 am -- 01:15 pm

Instructor: Abhishek Halder, Dept. of Applied Mathematics, ahalder@ucsc.edu

Zoom office hours: Thursdays, 1:30 pm -- 3:30 pm

D. Liberzon, *Calculus of Variations and Optimal Control Theory: A Concise Introduction. *Princeton University press, 2011.

A. Bryson, Y-C. Ho, *Applied Optimal Control*, 1st ed. Routledge, 1975.

W.H. Fleming, and H.M. Soner, *Controlled Markov Processes and Viscosity Solutions*. Springer, Stochastic Modeling and Applied Probability, 2006.

P.R. Kumar, and P. Varaiya, *Stochastic Systems: Estimation, Identification, and Adaptive Control*. SIAM Classics in Applied Mathematics, 2015.

Rubric: Weekly homeworks: 80%, Final Term Paper Presentation: 20%

Homeworks: Please follow the instructions below to submit the Homeworks.

Step1: Click on any to see the problem as static html page. In each of the resulting html pages, top right corner, right click the down arrow sign, and save the respective file as .ipynb

Step 2: Install Jupyter Notebook in your computer: http://jupyter.org/install (assumes python is already installed). If you're using mac/unix, python usually comes pre-installed. You can also do the following from terminal:

sudo easy_install jupyter

Step 3: Once installed, simply run the following command from terminal: jupyter notebook

You should see the notebook dashboard open in your computer's default web browser. From there, simply click on the downloaded .ipynb file to open/edit it.

Step 4: Type your solution as "Solution cells" below the respective "Question cells" (Insert > Insert Cell Below). In the menu option, you will see a dropdown that lets you select code/markdown etc. Select Markdown for typing math/text. Select Code to insert python code. Then you can type inline math within single dollar sign (as in latex), newline math within double dollar sign. You can click on question cells to get the idea. Execute any cell by pressing Shift + Return.

Step 5: Once you finish typing the solutions below the questions, save your pyhton notebook as YourLastnameYourFirstnameInitial_Sol_HW1.ipynb etc. (for example, for my name, HalderA_Sol_HW1.ipynb).

Step 6: Send your solution notebook and supporting files (if any) inside single zipped folder "YourLastnameYourFirstnameInitial_AM232S21_HW1.zip" via e-mail attachment to the instrcutor (ahalder@ucsc.edu).

P.S. If needed, you can insert local image file in your markdown cell as either

<img src="imagename.png"> or ![alt text](imagename.png "Title")