Time Schedule:
Howard Jay Chizeck
E E 546
Seattle Campus
Topics of current interest in control system theory for advanced graduate students with adequate preparation in linear and nonlinear system theory. Prerequisite: permission of instructor. Offered when adequate enrollment develops prior to close of advance registration.
Class description
1. Dynamic Programming Algorithm 2. Shortest Path Algorithms 3. Linear Quadratic Problems-deterministic case; in continuous and discrete time 4. LQ applications (control system compensation, inventory control) 5. Stopping and Scheduling Problems 6. Deterministic Continuous-Time Optimal Control 7. Imperfect State Information Problems and Stochastic Processes 8. Linear Quadratic Problems with Imperfect State Information · Finite time horizon: continuous and discrete time · Infinite time horizon: continuous and discrete time 9. Imperfect State Information Problems for Finite-State Systems 10. Stochastic Shortest Path Problems 11. Other Infinite Time Horizon Problems 12. Suboptimal Control Problems Formulations and Solutions 13. Dual Control Problems 14. Rollout Algorithms 15. Stochastic Shortest Path and Discounted Problems 16. Average Cost Problems 17. Semi-Markov Problems 18. Jump Linear Quadratic Systems · Continuous time, Markov case · Discrete time, Markov case · Semi-Markov case · Imperfect information regarding finite state · Open questions in jump linear quadratic control 19. Distributed Solutions via Dynamic Programming
Student learning goals
General method of instruction
Lectures, reading
Recommended preparation
Background in probability (including Markov chains) and state space representations of control systems (material like EE548 and EE505). Prior exposure to stochastic processes (EE508) and mathematical foundations of system theory (EE510) would also be helpful. Do not necessarily need graduate controls background.
Class assignments and grading
Homework assignments, reading/commenting on literature, literature review project.
Homeworks, discussion, presentation/project.
