FRTN05
Dynamic Programming
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2022 HT/Autumn
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Dynamic Programming

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The purpose of this lecture is that you should

  • understand how dynamic programming can be used to solve optimal control problems.
  • understand how dynamic programming can be applied to find simple feedback control laws.

Lecture slides that support the video material can be downloaded here: lec12.pdf Download lec12.pdf

The notes that we took in class can be found here: lec-12-notes.pdf Download lec-12-notes.pdf

Discrete time dynamic programming

Continuous time dynamic programming

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