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MA50061: Optimal control

Academic Year: 2018/9
Owning Department/School: Department of Mathematical Sciences
Credits: 6      [equivalent to 12 CATS credits]
Notional Study Hours: 120
Level: Masters UG & PG (FHEQ level 7)
Period:
Semester 2
Assessment Summary: CW 25%, EX 75%
Assessment Detail:
  • Coursework (CW 25%)
  • Examination (EX 75%)
Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Requisites: In taking this module you cannot take MA30061 OR take MA40061
Description: Aims:
To introduce methods of optimal control, to explain their theoretical basis and give an appreciation of the variety of areas in which they are applicable.

Learning Outcomes:

* Recognise practical problems where optimal control methods can be used effectively.
* Apply appropriate optimal control methods.
* Justify calculations by appealing to relevant theorems.
* Write the relevant mathematical arguments in a precise and lucid fashion.

Skills:
Numeracy T/F A Problem Solving T/F A Written and Spoken Communication F

Content:
Formulation of the general optimal control problem. Sufficient conditions for the existence of an optimal control. The Pontryagin maximum principle: necessary conditions satisfied by an optimal control and sufficiency under additional convexity assumptions. Dynamical programming and the Bellman-Hamilton-Jacobi equation. The quadratic-cost control problem for linear systems. Illustration of the theory by examples. Applications to biology, economics, engineering and physics.
Programme availability:

MA50061 is Optional on the following programmes:

Department of Mathematical Sciences

Notes:

  • This unit catalogue is applicable for the 2018/19 academic year only. Students continuing their studies into 2019/20 and beyond should not assume that this unit will be available in future years in the format displayed here for 2018/19.
  • Programmes and units are subject to change in accordance with normal University procedures.
  • Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
  • Undergraduates: .
  • Postgraduates: .