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Institution:
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University of Notre Dame
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Subject:
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Electrical Engineering
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Description:
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History of the Optimal Control Problem. Ideas of Jacobi, of Lagrange, of Hamilton, and of Pontryagin. Necessary conditions for solutions; sufficient conditions for solutions. Solution settings in terms of partial differential equations and in terms of two-point boundary value problems. Extensions to the case of competing control players. Introduction to the theory of dynamic games. Two-player, zero-sum games. Stochastic games. Game value as a random variable. Cumulants as a random variable description. Cumulant games.
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Credits:
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3.00
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Credit Hours:
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Prerequisites:
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Corequisites:
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Exclusions:
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Level:
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Instructional Type:
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Lecture
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Notes:
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Additional Information:
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Historical Version(s):
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Institution Website:
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Phone Number:
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(574) 631-5000
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Regional Accreditation:
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North Central Association of Colleges and Schools
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Calendar System:
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Semester
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