Instructor:
Prof. John T. Wen, CII
8011, x6156 wenj at rpi . edu
Office Hour: M/T 910 (or by
appointment)
Class Hours: M/W/Th 4:005:30 (Class
normally meets on M/Th, Wednesday session is used as a makeup session)
Class Room: CII 4034
Teaching Assistant: None
Administrative Assistant: Jeanette
Young, CII 8011, x8744 youngj4 at rpi . edu
Text: Daniel Liberzon, Calculus of Variations & Optimal Control Theory, Princeton University Press, 2012
Reference:
 A.
Bryson and Y.C. Ho, Applied Optimal Control ,
Hemisphere Pub, 1981.
 F.L.
Lewis and V.L. Syrmos, Optimal Control, 2nd Ed.,Wiley
Interscience, 1995.
 S.P.
Sethi and G. L. Thompson, Optimal Control Theory, Kluwer Academic, 2000.
 Donal
Kirk, Optimal control theory: an introduction, PrenticeHall, 1970.
 B.D.O.
Anderson and J.B. Moore, Linear Optimal Control, PrenticeHall, 1971.
 B.D.O. Anderson and J.B. Moore, Optimal
Filtering, PrenticeHall, 1979.
 G.E.
Dullerud and F.G. Paganini, A course in robust control theory, Springer,
2000.
 J.C.
Doyle, B.A. Francis, A.R.Tannenbaum, Feedback Control Theory, 1992.
Prerequisites:
ECSE 6400 (Systems Analysis Techniques) or equivalent.
Course website: http://www.cats.rpi.edu/~wenj/ECSE644S12
Course Objective: This
course covers the basic concepts, techniques, and tools related to optimal
control for dynamical systems. Major
topics include calculus of variation, minimum principle, dynamic programming.
Both discrete time systems and continuous times are addressed. Particular consideration is given to
application to multivariable linear time invariant systems in terms of H_{2}
and H_{∞} optimal control.
Learning Outcomes:Students
who complete this course satisfactorily will be able to: (i) formulate
first order optimality condition for calculus of variation and optimal
control problem, (ii) find optimal control by solving for twopoint
boundary value problem, (iii) find otpimal control for linear time
invariant systems by solving the corresponding Riccati equations, (iv)
formulate multiplayer (game theoretic) optimal control problem
Grade Composition:
Homework 
20% 
Midterm 
25% 
Final Exam 
30% 
Project 
25% 
Homework:Homework
will account for 20% of the course grade. Problems will be
assigned roughly in 12 week intervals. The problems are best done
individually in
a professional manner (neatness counts!). Solutions will be
posted shortly after the homework is handed in in class.
Collaboration in the
solution of the homework problems is permitted but individual work must
be handed in and mere copying of the
solution is not allowed. In general, no
late assignments will be accepted. However, extensions may be granted
if a situation arises for which it is warranted. In these instances
the student must request the extension in writing prior to the
assignment due date, stating the reason for the request and the date
the assignment is to be submitted.
Project:
Project will account for 25% of the course grade. Up to two persons may
collaborate on a project, but both must sign a statement describing the
respective contribution. The project report is due at the end of the
semester.
Homework and project may require the use of MATLAB and relevant toolboxes.
Exam:
Midterm
and final exams will both be takehome exames. Absolutely no collaboration is allowed for the takehome exams.
Statement of Academic Integrity
Studentteacher relationships are built on trust. The students must
trust that the instructor has made appropriate decisions about the
structure, content, etc., of the courses they teach, and the
instructors must trust that assignments which students turn in are
their own. Acts which violate this trust undermine the education
process.
The Rensselaer Handbook
defines various forms of Academic Dishonesty and procedures for dealing
with them. All forms are violations of the trust between the students
and instructors. All students should familiarize themselves with this
portion of the Rensselaer Handbook and should note that the
penalties for the various forms of dishonesty can be quite harsh.
Cheating will result in a zero on the associated assignment, and
referral to the Dean of Students for possible additional action.
All cell phones are to be turned off during exams. Cell phone usage
including texting of any kind during and exam will be considered
cheating, and will result in a zero for the exam.

