ECTS
5 credits
Component
École Nationale Supérieure d'Électrotechnique d'Électronique d'Informatique d'Hydraulique et des Télécommunications
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).
Pre-requisites
Linear algebra
Integration
Optimization
Differential equation