SF2852 Optimal Control (some handouts)

Lectures

• Introductory examples [pdf]
• Selected problems [pdf]
• MPC [pdf]
• Slides on MPC from ETH. Handed out in class (28/3 and 9/4). Alternatively, drop by my office 3710.
  Supplementary material on MPC: Lecture by Stephen Boyd teaching MPC at Stanford video pdf
• Systems of linear equations (from Lindquist and Sand) [pdf]

  Homeworks

  • Homework 1 [pdf].
    Fixed typos in Problem 1. Previouly the solution was the trivial solution u_0=u_1=0 which is quite uninteresting.
    Note that in Problem 2, any number of switches is allowed. Using only two switches is just an example. ``Sequential optimization problem'' is just another term for ``Multistage decision problem,'' i.e., in (a) the task is to formulate the described problem on the form (2.2) on page 19 in the course book.
  • Homework 2 - Project, numerical methods [pdf].
    At most four persons in each group. Hand in a written report from each group and be prepared to present your results in the class on May 8.
  • Homework 3 - Now available [pdf]