MA30061: Optimal control
[Page last updated: 27 September 2022]
| Academic Year: | 2022/23 |
| Owning Department/School: | Department of Mathematical Sciences |
| Credits: | 6 [equivalent to 12 CATS credits] |
| Notional Study Hours: | 120 |
| Level: | Honours (FHEQ level 6) |
| Period: |
- Semester 2
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| Assessment Summary: | EX 100% |
| Assessment Detail: | |
| Supplementary Assessment: |
- Like-for-like reassessment (where allowed by programme regulations)
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| Requisites: |
Before taking this module you must take MA20218 AND take MA20220
In taking this module you cannot take MA40061 OR take MA50061
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| Learning Outcomes:
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* 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.
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| 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.
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| Skills: | Numeracy T/F A Problem Solving T/F A Written and Spoken Communication F
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| 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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| Programme availability: |
MA30061 is Optional on the following programmes:
Department of Mathematical Sciences
- USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 3)
- USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
- USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
- USMA-AFB13 : BSc(Hons) Mathematics (Year 3)
- USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
- USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
- USMA-AFB01 : BSc(Hons) Mathematics and Statistics (Year 3)
- USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
- USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
- USMA-AFB05 : BSc(Hons) Statistics (Year 3)
- USMA-AAB06 : BSc(Hons) Statistics with Study year abroad (Year 4)
- USMA-AKB06 : BSc(Hons) Statistics with Year long work placement (Year 4)
- USMA-AFM14 : MMath(Hons) Mathematics (Year 3)
- USMA-AFM14 : MMath(Hons) Mathematics (Year 4)
- USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
- USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
- USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)
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Notes: - This unit catalogue is applicable for the 2022/23 academic year only. Students continuing their studies into 2023/24 and beyond should not assume that this unit will be available in future years in the format displayed here for 2022/23.
- 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.
- Find out more about these and other important University terms and conditions here.
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