Introduction to Optimal Control and Hamilton-Jacobi Equation

Tuesday, October 2nd and Tuesday, October 9th 2018
11:00-12:30, TIMON Room at DeustoTech

Noboru Sakamoto

Nanzan University, Japan

This series of lectures first reviews the fundamental theories of optimal control such as Bellman Principle, Hamilton-Jacobi equation and Riccati equation. The second lecture focuses on the Hamilton-Jacobi equation and its solution method. The theory for the 1st order PDEs using basic symplectic geometry or Hamiltonian mechanics is reviewed and it will be clarified how the invariant manifold theory such as stable manifold plays an important role.