Dynamic Systems and Optimal Control Theory, 7.5 credits

About the course

The course covers linear systems of differential equations, stability theory, basic concepts in control theory, Pontryagin's maximum principle, selected topics in dynamic programming, linear quadratic optimal control, Kalman filter or Luenberger observer, introduction to chaos and bifurcation. The contents of the course can be applied in modelling in a number of fields, for example in physics and economics.

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