Course Weekly Lecture Plan

Week	Topic
1	Introduction to Optimal Control Problem and classifications
2	The parameter optimization by the method of Lagrange multipliers in optimal control problem
3	The parameter optimization by the method of Lagrange multipliers in optimal control problem
4	The performance indices in optimal control problem and Dynamic Programming
5	The performance indices in optimal control problem and Dynamic Programming
6	The calculus of variations and Euler Equations
7	The calculus of variations and Euler Equations
8	The application of the calculus of variations to basic optimal control problem
9	Pontragin’s minimum principle and solutions for the minimum time and control effort problems
10	Pontragin’s minimum principle and solutions for the minimum time and control effort problems
11	The Hamilton-Jacobi-Bellmann approach
12	Linear Quadratic Optimal Control Problem (The Matrix Riccati equation)
13	Linear Quadratic Optimal Control Problem (The Algebraic Riccati equation)
14	Numerical methods for optimal control problem