SF2852 Optimal Control (some handouts)

Lectures

• Introductory examples [pdf]
• From the lecture on discrete time Dynamic Programming and PMP pdf
• MPC [pdf]
• Slides on MPC from ETH. Handed out in class
  Supplementary material on MPC: Lecture by Stephen Boyd teaching MPC at Stanford video pdf
• Systems of linear equations (from Lindquist and Sand) [pdf]
• Existence of solution to Riccati equation (optional reading) [pdf], [ps]

Homeworks

• Homework 1 [pdf]
• Homework 2 - Project, numerical methods [pdf]
• Homework 3 - Now available [pdf]