2025 Spring - DRP

This project was on learning the principles of optimal control theory. We examined the subject with two perspectives: calculus of variations and a dynamic programming perspective. After reviewing the neccessary background on optimization and calculus of variations, we introduced optimal control problems and the maximum principle. Moving towards dynamic programing, we then introduced the Hamilton-Jacobi-Bellman equation. We concluded by understanding the Linear Quadratic Regulator with the principles of Optimal Control Theory in Mind.

1. Calculus of Variations and Optimal Control Theory (D. Liberzon) : Ch. 1 - 6