Numerical Methods for Optimal Control Problems

Numerical methods for Optimal Control

The course provides theoretical and practical tools for solving optimal control problems.
Students will learn:

  • Fundamental formulations and numerical methods (gradient method, Pontryagin’s maximum principle, dynamic programming).
  • Direct and indirect approaches for control problems constrained by ODEs and PDEs.
  • Implementation of algorithms and critical analysis of real-world scientific and engineering problems

Main Topics

  • Formulation of optimal control problems
  • Numerical techniques for ODEs and PDEs
  • Algorithm design and case studies
 

Practical Information

Semester: 2nd semester (Feb 25, 2026 – May 29, 2026)

Credits: 6 ECTS (42 hours)

Language: Italian/English

Exam: oral, including discussion of exercises or numerical projects

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Laboratory

Here you will find the laboratory exercises for the course of “Metodi Numerici per il Controllo Ottimo” (in Italian).

Registro Lezioni

Detailed description of each class given in past academic years.

Syllabus

Official description of the course.