Lecture 01 |
|
|
|
|
|
Introduction: motivation and revision |
Lecture 02 |
|
|
|
|
|
revision (extrema of surfaces, Taylor's theorem, the chain rule, ...) |
Lecture 03 |
|
|
|
|
|
revision (constrained extrema and Lagrange multipliers) |
Lecture 04 |
|
|
|
|
|
The 1st Variation: Euler-Lagrange formulation of the fixed end-point problem |
Lecture 05 |
|
|
|
|
|
autonomous problems: the catenary |
Lecture 06 |
|
|
|
|
|
autonomous problems: the brachystochrone |
Lecture 07 |
|
|
|
|
|
geodesics |
Lecture 08 |
|
|
|
|
|
invariance of the E-L equations, and degenerate equations |
Lecture 09 |
|
|
|
|
|
extensions: higher-order derivatives |
Lecture 10 |
|
|
|
|
|
extensions: several dependent variables |
Lecture 11 |
|
|
|
|
|
extensions: several independent variables |
Lecture 12 |
|
|
|
|
|
Numerical solutions |
Lecture 13 |
|
|
|
|
|
Numerical solutions continued |
Lecture 14 |
|
|
|
|
|
Constraints: integral constraints |
Lecture 15 |
|
|
|
|
|
integral constraints and Dido's problem |
Lecture 16 |
|
|
|
|
|
non-integral constraints and intro to optimal control |
Lecture 17 |
|
|
|
|
|
Free end points and natural boundary conditions |
Lecture 18 |
|
|
|
|
|
free and movable end points |
Lecture 19 |
|
|
|
|
|
transversals |
Lecture 20 |
|
|
|
|
|
broken extremals and corner conditions |
Lecture 21 |
|
|
|
|
|
Inequality constraints and optimal control |
Lecture 22 |
|
|
|
|
|
optimal control examples: planned growth |
Lecture 23 |
|
|
|
|
|
optimal control example: rocket launch profile |
Lecture 24 |
|
|
|
|
|
Hamilton's formulation |
Lecture 25 |
|
|
|
|
|
conservation laws and Noether's theorem |
Lecture 26 |
|
|
|
|
|
Pontryagin Maximum Principle and modern optimal control theory |
Lecture 27 |
|
|
|
|
|
bang-bang controllers |
Lecture 28 |
|
|
|
|
|
feedback controllers |
Lecture 29 |
|
|
|
|
|
Classification of extrema |
Lecture 30 |
|
|
|
|
|
revision |