MA30061: Optimal control
[Page last updated: 15 October 2020]
Academic Year:  2020/1 
Owning Department/School:  Department of Mathematical Sciences 
Credits:  6 [equivalent to 12 CATS credits] 
Notional Study Hours:  120 
Level:  Honours (FHEQ level 6) 
Period: 

Assessment Summary:  EX 100% 
Assessment Detail: 

Supplementary Assessment: 

Requisites: 
Before taking this module you must take MA20218 AND take MA20220
In taking this module you cannot take MA40061 OR take MA50061 
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 BellmanHamiltonJacobi equation. The quadraticcost control problem for linear systems. Illustration of the theory by examples. Applications to biology, economics, engineering and physics. 
Programme availability: 
MA30061 is Optional on the following programmes:Department of Mathematical Sciences

Notes:
