**EEME E6610x Optimal control theory** *3 pts. Lect: 3.* Prerequisites: ELEN E6201 or EEME E6601. Objectives of optimal control. Continuous and
discrete control problems. Calculus of variations: Mayer and Bolza;
Pontryagin's maximum principle. Bang-bang and singular controls. Existence of
optimal control. Hamilton-Jacobi theory and dynamic programming. Numerical
methods. Optimal feedback control regulatory problems.
Linear-quadratic-Gaussian estimation. Applications.

**EEME E6610y Optimal control theory** *3 pts. Lect: 3.**Not offered in 2016-2017.* Prerequisites: EEME E6601 or EEME E4601 or instructor's permission. Covers topics in
calculus of variations, Pontryagin maximum principle, quadratic cost optimal
control, predictive control, dynamic programming for optimal control, Kalman
filtering, numerical methods for solution. Some applications discussed
include: minimum energy subway operation (our solution saved 11% in tests on
the Flushing Line, and the method was adopted by the transit authority,
saving many millions of dollars per year), minimum time robot optimal control
allowing one to run assembly lines faster for increased productivity.