Optimal control solution techniques for systems with known and unknown dynamics. Dynamic programming, Hamilton-Jacobi reachability, and direct and indirect methods for trajectory optimization. Introduction to model predictive control. Adaptive control, model-based and model-free reinforcement learning, and connections between modern reinforcement learning and fundamental optimal control ideas.
                 
                Ed Schmerling
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                Spencer M. Richards
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                Devansh Jalota
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Lectures meet on Mondays and Wednesdays from 9:45am to 11:15am in Skilling Auditorium; lecture recordings will be available at the class canvas site.
Dr. Schmerling's office hours are on Mondays 1:00pm to 2:00pm (course material) and Wednesdays 4:00pm to 5:00pm (project discussion) in Durand 217, and by appointment.
Devansh's office hours are on Tuesdays 5:00pm to 6:00pm (Zoom) and Fridays 4:00pm to 5:00pm (Durand 210 and Zoom).
Spencer's office hours are on Thursdays 8:00am to 10:00am (Zoom), and by appointment.
The class syllabus can be found here.
Subject to change. An evolving set of partial course notes is available here. Corresponding lecture slides will be uploaded before each class period.
| Week | Topic | Lecture Slides | 
|---|---|---|
| 1 | 
              Introduction; control, stability, and metrics
               Introduction to learning; system identification and adaptive control Recitation: Automatic differentiation (autodiff) with JAX Monday: HW0 (ungraded) out  | 
              
                Lecture 1;
                Code
               Lecture 2; Code Recitation 1; Code  | 
            
| 2 | 
              Nonlinear optimization theory
               Calculus of variations Recitation: Convex optimization with CVXPY Monday: HW1 out  | 
              
              Lecture 3;
              Code
               Lecture 4 Recitation 2  | 
            
| 3 | 
              Indirect methods for optimal control
               Pontryagin's maximum principle; introduction to dynamic programming Recitation: Regression models Friday: project proposal due  | 
              
              Lecture 5;
              Code
               Lecture 6 Recitation 3  | 
            
| 4 | 
              Discrete LQR, stochastic DP, value iteration, policy iteration
               Introduction to reinforcement learning, dual control, LQG Recitation: Training neural networks with JAX Monday: HW1 due, HW2 out  | 
              
              Lecture 7;
              Code
               Lecture 8 Recitation 4  | 
            
| 5 | 
              Nonlinearity; tracking LQR
               Iterative LQR, differential dynamic programming (DDP)  | 
              
              Lecture 9;
              Code
               Lecture 10; Code  | 
            
| 6 | 
              Direct methods for optimal control; sequential convex programming
               HJB, HJI, reachability analysis Monday: HW2 due  | 
              
                Lecture 11;
                Code
                 Lecture 12; Code  | 
            
| 7 | 
              Intro to model predictive control
               Feasibility and stability of MPC Monday: project midterm report due; Tuesday: HW3 out  | 
              
                Lecture 13
                 Lecture 14  | 
            
| 8 | 
              MPC implementation considerations, robust MPC
               Adaptive and learning MPC  | 
                Lecture 15;
                Code
                 Lecture 16  | 
            
| 9 | 
              Model-based RL
               Model-free RL: policy gradient and actor critic Tuesday: HW3 due; Wednesday: HW4 out  | 
              
                Lecture 17
                 Lecture 18; Code  | 
            
| 10 | 
              No lecture (Memorial Day)
               Model-based policy learning, wrap up, recent work, and future directions Wednesday: HW4 due, project video presentation and final report due  | 
              
                 Lecture 19  | 
            
Follow this link to access the course website for the previous edition of Optimal and Learning-Based Control.