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Course detail
FSI-VPPAcad. year: 2024/2025
The course deals with the following topics: Dynamic programming and optimal control of stochastic processes. Bellman optimality principle as a tool for optimization of multistage processes with a general nonlinear criterion function. Optimum decision policy. Computational aspects of dynamic programming in discrete time. Hidden Markov models and the Viterbi algorithm. Project management, CMP and PERT methods. Algorithms for shortest paths in graphs and the branch and bound method. Multicriteria control problems. Deterministic optimal control in continuous time, Hamilton-Jacobi-Bellman equation, Pontryagin maximum principle. LQR and Kalman filter. Process scheduling and planning. Problems with infinitely many stages. Applications of the methods in solving practical problems.
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specialization CZS , 1 year of study, winter semester, elective
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Computer-assisted exercise