MAE274: Optimal Control

This is the website for the UCI course MAE 274 “Optimal Control".

Official Description

This course introduces students to the fundamentals of the optimal control theory. Topics include: objectives and issues in controlling nonlinear systems; linear variational and adjoint equations; optimality conditions via variational calculus, maximum principle, and dynamic programming; solution methods; a short introduction to Model Predictive Control (MPC)

Instructor

Professor Solmaz S. Kia
Department of Mechanical and Aerospace Engineering
Email: solmaz-at-uci.edu
Website: http://solmaz.eng.uci.edu

Prerequisite

MAE 200A and MAE 270A; Familiarity with Matlab is essential to do HWs.

Textbook

The main references to the material discussed in this class are from the referenced listed below. The required texts are Ref. [1] and [2].

[1] Kirk, Donald. "Optimal Control Theory: An Introduction." New York, NY: Dover, 2004. ISBN: 9780486434841. (http://www.amazon.com/exec/obidos/ASIN/0486434842/ref=nosim/mitopencourse-20)

[2] F. L. Lewis, D. l. Arabie, and V. L. Syrmos, "Optimal Control", Wiley (e-book available in UCI library)

[3] Daniel Liberzon, "Calculus of variations and optimal control theory" (e-book available in UCI library)

[4] Bryson, Arthur, and Yu-Chi Ho. "Applied Optimal Control: Optimization, Estimation, and Control". Abingdon, UK: Taylor Francis, 1975. ISBN: 9780891162285.

Other recommended books with relevant on the subject are

[5] Anderson, Brian, and John Moore "Optimal Control: Linear Quadratic Methods". New York, NY: Dover, 2007. ISBN: 9780486457666

[6] J. L. Speyer, D. H. Jacobson, "Primer on Optimal Control Theory"

[7] Bertsekas, Dimitri. "Dynamic Programming and Optimal Control". Vol. 1 and 2. Nashua, NH: Athena Scientific, 2007. ISBN: 9781886529083.

[8] Athans, Michael, and Peter Falb. "Optimal Controls". New York, NY: McGraw-Hill, 1966. ISBN: 9780070024137.

[9] Stengel, Robert. "Stochastic Optimal Control". New York, NY: Wiley, 1986. ISBN: 9780471864622. 1

Lecture time and Place

Lectures take place at Donald Bren Hall - DBH 1429, Tue-Th from 3:30pm - 4:50pm.

Office hour

Instructor: Thursdays, from 2:00pm to 3:00pm, at EG4320 room. Please, send me email through Canvas email describing the problem before coming to ofce hours. Be prepared to show attempts at solving the problem. If you have any questions about the course, please send me email via Canvas. I will try to respond as quickly as possible. Additionally, I will share questions that are particularly good (and their answers) with the rest of the class by broadcasting my answer to the entire class by email.

Exam

Midterm (tentative date): TBA
Final: as announced in the class schedules, in class Homework

Homework

There will be a set of homework problems per week posted in the class website. Homework assignments are due weekly (specific dates for your reference are included in the webpage. You need to return your homework to the designated folder (in pdf format). You need to complete all exercises (points will be taken for incomplete work), although only one, randomly selected, will be corrected from each assignment.
NO LATE homework will be accepted.

Grading

Homework: 20%
Midterm: 30%
Final: 50%
In exceptional cases, I reserve the right to give extra points for excellent performance on the midterm, final and active class participation. Please do not count on it as a way to avoid doing the other assignments.

Canvas

Your grades will be posted via Canvas.

Integrity Policy

No form of academic dishonesty will be tolerated. Academic misconduct, in its most basic form, is gaining or attempting to gain a grade, degree, or other academic accomplishment by any means other than through your own work. The formal policy states, "No student shall engage in any activity that involves attempting to receive a grade by means other than honest effort, and shall not aid another student who is attempting to do so." All academic integrity cases will be processed through the Office of Student Conduct under the Academic Honesty Policy. Please see Academic Integrity Policy (https://aisc.uci.edu/students/academic-integrity/) more information.