Course Name

Turkish 
Optimal Kontrol Teorisi

English 
Optimal Control Theory 
Course Code

KOM 510E 
Credit 
Lecture
(hour/week) 
Recitation
(hour/week) 
Laboratory
(hour/week) 
Semester 
2

3 
3 
 
 
Course Language 
English 
Course Coordinator 
İbrahim Eksin
Erhan Yumuk

Course Objectives 
1. To provide basic concepts related to optimal control and its position in optimization
2. To teach the calculus of extrema and parameter optimization by the method of Lagrange multipliers
3. To teach the Optimality Principle and Dynamic Programming
4. To teach variational calculus and Pontragin’s minimum principle
5. To provide a solution approach for the Hamilton JacobiBellman equation.
6. To provide the solution for Linear Optimal Control Problem (The Matrix Riccati Equation).

Course Description 
Definition of optimization. Calculus of extrema and parameter optimization by the method of Lagrange multipliers. Performance measures. Optimality Principle and Dynamic Programming. Variational calculus and Pontragin’s minimum principle. Dynamic optimization in control systems for different terminal conditions. Hamilton JacobiBellman equation. Linear Optimal Control Problem solution (The matrix Riccati equation). Optimization of discrete control systems. Numerical solution methods in optimal control problem.

Course Outcomes 
M.Sc./Ph.D. students who successfully pass this course gain knowledge, skill and competency in the following subjects;
I. The basic concepts related to optimal control and its position in optimization
II. The parameter optimization method in optimal control
III. Optimality Principle and Dynamic Programming
IV. The variational calculus and Pontragin’s minimum principle
V. The Hamilton JacobiBellman approach
VI. Linear Optimal Control Problem (The Matrix Riccati Equation) 
Prerequisite(s) 

Required Facilities 

Other 

Textbook 

Other References 
