The first lecture will take place on Wednesday, November 05 2025, 2:00 pm - 3:30 pm (Neuer Chemie Hörsaal). In the winter term 2025/2026, the OC lecture will be offered in a hybrid format, i. e. in presence in the lecture hall and a complimentary live stream via Zoom.
 

Zoom-Link: kit-lecture.zoom-x.de/j/63562132806

ILIAS-Link: ilias.studium.kit.edu/goto.php/crs/2766215 The password will be announced in the first lecture.

Contact

If you have any questions concerning the lecture or the exercise, please contact Jan Riffel.

Recommendations

Systemdynamik und Regelungstechnik
Signals and Systems
Advanced Mathematics I-III

Teaching Content

Introduction
 

• Dynamic Programming
• Calculus of Variations
• Model Predective Control
• Unconstrained Parameter Optimization
• Constrained Parameter Optimization

Literature

J. Nocedal: Numerical Optimization
M. Papageorgiou: Optimierung
K. Donald: Optimal Control Theory - An Introduction
A. E. Bryson: Applied Optimal Control

Workload

Presence in Lecture and Exercise: 60 h

Preperation and revision of the course content: 120 h

Goals

The students
 

• know as well the mathematical basics as the fundamental methods and algorithms to solve constrained and unconstrained nonlinear static optimization problems.
• can solve constraint and unconstraint dynamic optimization by using the calculus of variations approach and the Dynamic Programming method.
• understand and can apply the Bellman Principle, including its theoretical foundations and practical relevance.
• are able to transfer dynamic optimization problems to static problems.
• know the mathematic relations, the pros and cons and the limits of each optimization method.
• can transfer problems from other fields of their studies in a suitable optimization problem formulation and they are able to select and implement appropriate optimization algorithms for them by using common software tools

exam  WS25/26 on Wednesday, 11th March 2026 from 08:00 - 10:00 

Results & Review

The results and the review date will be announced on the home page. The results as well as date and location of the review will be published in the showcase of the IRS (ground floor, building 11.20).

WS24/25 lecture
WS24/25 exercise