Pontryagin's maximum principle

Formal sciences
Theoretical computer science
Algorithms and data structures
Combinatorial optimization

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Related lectures (12)

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Optimal Control Theory: OCPs

Covers Optimal Control Theory, focusing on Optimal Control Problems (OCPs) and the calculus of variations.

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Explores the Hamilton-Jacobi equation, optimal control, and Bellman principle in exact fields.

Newton's Method: Solving Optimality Conditions

Covers Newton's method for optimizing problems, its limitations, and adaptations.

Dynamic Programming: Optimal Control

Explores Dynamic Programming for optimal control, focusing on stability, stationary policy, and recursive solutions.

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Explores stationary points and the Lagrange multiplier theorem for function optimization.

Constrained optimization: the basics

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Optimal Control: Unconstrained and Constrained Problems

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Numerical Simulation of SDEs: Monte Carlo & Optimal Control

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