CONTROLE ET ANALYSE MULTIRESOLUTION
Objectives
In the first course about optimal control, we introduce the Pontryagin maximum principle and the associated numerical shooting methods to solve optimal control problems. The second course introduces Hilbert spaces and presents applications in data science (RKHS and wavelet).
Bibliography
- Une exploration des signaux en ondelettes, S. Mallat, Les Editions de l’Ecole Polytechnique, 2000
- Analyse réelle et complexe : Cours et exercices, W. Rudin
- Contrôle optimal : théorie & applications, E. Trélat, Vuibert, Collection "Ma- thématiques Concrètes", 2005
Pre-requisites
Linear algebra
Integration
Optimization
Differential equation
Organization
Contact(s)
COTS OLIVIERPlaces
- Toulouse