Optimization and Control

Today's lecture was about solving some problems using Pontryagin's Maximum. We touched only briefly on controlled diffusion proce...

The maximum principle is due to  Lev Pontryagin . He was blind and yet one of the greatest mathematicians of his generation. A key thing ...

On the basis of today's lecture you should be able to do Examples Sheet 3, #3, 4, 5. Questions 7--10 use Pontryagin's maximum princ...

The slides for the short talk on stochastic scheduling today are  here .  The method of  uniformization  that I described in this lecture ...

The Kalman filter was an important tool in space exploration, and is often mentioned in connection with the Apollo XI guidance system. Let ...