Graphical representation of a line search equation. (Graph by Jonathan How.)
Instructor(s)
Prof. Jonathan P. How
MIT Course Number
16.323
As Taught In
Spring 2008
Level
Graduate
Course Description
Course Features
Course Description
This course studies basic optimization and the principles of optimal control. It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and approaches based on Pontryagin's maximum principle, and it includes many examples and applications of the theory.
