● Unconstrained and Constrained Optimization of Functions
● Orthogonal Projection
● Dynamic Programming, and Bellman's Principle of Optimality
● Hamilton-Jacobi-Bellman (HJB) Equation
● Calculus of Variations
● Unconstrained and Constrained Optimization of Functionals
● Constrained Optimal Control, and Pontryagin's Minimum Principle
● Riccati Differential Equation and Hamiltonian system
● Linear Quadratic Regulator (LQR) (finite/infinite horizon)
● Stochastic Regulator (finite/infinite horizon) and its relation to H2 optimal control
● Kalman Filter (finite/infinite horizon)
● Linear Quadratic Gaussian (LQG)
● Feed-Forward and Integral Control
● Robustness of LQG
● Loop Transfer Recovery
● New (applied.theorical) emerging topics will be covered in the final projects
