ERC NUMERIWAVES COURSE
http://www.bcamath.org/en/courses/numeriwaves-course

Dates: 6 and 7 August 2014 from 15:00 to 17:00 by Prof. Jérôme LOHÉAC



AN INTRODUCTION TO OPTIMAL CONTROL PROBLEMS.
THE USE OF PONTRYAGIN MAXIMUM PRINCIPLE

The aim of this course is to give an introduction to finite dimensional optimal control problems. The problems we will consider can be either linear or non linear.

After introducing classical results on control theory for finite dimensional problems, I will derive the first order optimality conditions, which will lead to the Pontryagin maximum principle.

Finally, I will presents some classical methods in order to solve numerically these problems.