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Lecture# Dynamic Programming: Optimal Control

Description

This lecture covers the application of Dynamic Programming to solve optimal control problems, focusing on the recursive solution and the stability of the uncontrolled system. The lecture also discusses the concept of a stationary policy and the convergence to a unique fixed point. The recursive solution leads to closed-form solutions for the optimal control policy, emphasizing the importance of the Bellman equation and the principle of optimality.

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In course

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Mathematical induction is a method for proving that a statement is true for every natural number , that is, that the infinitely many cases all hold. Informal metaphors help to explain this technique, such as falling dominoes or climbing a ladder: Mathematical induction proves that we can climb as high as we like on a ladder, by proving that we can climb onto the bottom rung (the basis) and that from each rung we can climb up to the next one (the step). A proof by induction consists of two cases.

T-carrier

The T-carrier is a member of the series of carrier systems developed by AT&T Bell Laboratories for digital transmission of multiplexed telephone calls. The first version, the Transmission System 1 (T1), was introduced in 1962 in the Bell System, and could transmit up to 24 telephone calls simultaneously over a single transmission line of copper wire. Subsequent specifications carried multiples of the basic T1 (1.544 Mbit/s) data rates, such as T2 (6.312 Mbit/s) with 96 channels, T3 (44.

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Optimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has numerous applications in science, engineering and operations research. For example, the dynamical system might be a spacecraft with controls corresponding to rocket thrusters, and the objective might be to reach the moon with minimum fuel expenditure.

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Digital Signal 1

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