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Optimale Steuerung gewöhnlicher Differentialgleichungen 1

MA3312Elective Modules5 ECTSEnglishWintersemester/SommersemesterDepartment Mathematics
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You learn fundamental concepts and methods of optimal control for ordinary differential equations. In the end you will be able to formulate necessary optimality conditions (e.g., Euler–Lagrange, Legendre–Clebsch), distinguish different types of constraints and control restrictions, and convert control problems into boundary-value forms suitable for numerical treatment.

What you will be able to do

  • Formulation and evaluation of the first variation for problems with interior-point conditions
  • Knowledge of necessary optimality conditions (Euler–Lagrange, Legendre–Clebsch)
  • Understanding of different classes of constraints (integral, algebraic, differential-algebraic, and control constraints)
  • Recognition and handling of bang-bang and singular controls
  • Transformation of optimal control problems into numerically solvable boundary-value problems
  • Application of the methods to problems from science and engineering

What the module consists of

  • VorlesungPresentation of content with examples and discussion; conveyance of the theoretical foundations
  • Übung / PraktikumWorking on exercises with problem sheets and solutions for deeper understanding and self-check

Teaching method

  • Vortrag mit Beispielento introduce the concepts and demonstrate their application
  • Diskussion mit Studierendento deepen understanding and motivate own analyses
  • Übungsaufgaben mit Lösungento practice methods and check personal learning progress
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Official page in TUMonline · Details are not binding.