Module Title
Calculus Of Variations And Optimal Control

Module Level
Level 4

Module Credits
5.00

Academic Year
2024/25

Semester
SEM2

The module consists of introducing the fundamental theory of calculus of variations and optimal control problems, which allow the students to solve optimisation problems under the constraints of differential equations.

A. Derive optimality conditions for optimization problems in infinite dimensional spaces. B. Solve linear-quadratic optimal control problems using Riccati equations. C. Solve optimal control of nonlinear ordinary differential equations. D. Solve optimal control of elliptic partial differential equations with distributed controls or boundary controls.

This module will be delivered by a combination of formal lectures and tutorials.