ENEE664

Prerequisite: ENEE660 and MATH410; or students who have taken courses with comparable content may contact the department; or permission of instructor. Corequisite: MATH411; or permission of instructor. General optimization and control problems. Conditions of optimality for unconstrained and constrained optimization problems; sensitivity; duality. Introduction to linear and nonlinear programming methods. Dynamic optimization. Discrete time maximum principle and applications. Pontryagin maximum principle in continuous time. Dynamic programming. Feedback realization of optimal control.