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![]() | 2016/7 |
![]() | Department of Mathematical Sciences |
![]() | 6 [equivalent to 12 CATS credits] |
![]() | 120 |
![]() | Honours (FHEQ level 6) |
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![]() | EX100 |
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Before taking this module you must take MA20218 AND take MA20220
In taking this module you cannot take MA40061 OR take MA50061 |
![]() | 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. |
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MA30061 is Optional on the following programmes:Department of Mathematical Sciences
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- USXX-AFM01 : MSci(Hons) Mathematics and Physics (Year 4)
- USXX-AAM01 : MSci(Hons) Mathematics and Physics with Study year abroad (Year 5)
- USXX-AKM01 : MSci(Hons) Mathematics and Physics with Year long work placement (Year 5)
Notes:
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