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Dynamic Programming for Target Control Synthesis

The presentation deals with the techniques of dynamic programming as applied to the problem of target control synthesis. The topic is treated within the framework of continuous-time control systems described by ODE’s, mostly with hard bounds on the controls. The items under discussion: A) the Hamilton-Jacobi-Bellman equation, value functions and the principle of optimality, B) forward and backward reachability, calculation of reach sets, C) the scheme of colliding tubes, synthesizing target controls, D) verification problems, E) approximating the HJB equation, the comparison principle, F) uncertain systems G) the reachability problem, H) control synthesis under uncertainty, I) set-membership state estimation, J) introduction to measurement feedback control, and K) computational issues.

Type of Seminar:
Public Seminar
Professor Alexander B. Kurzhanski
UC- Berkeley and Moscow State University
May 22, 2007   11:15

ETH Zentrum, Gloriastrasse 35, Building VAW Room B 1
Contact Person:

Dr. Sasa V. Rakovic
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Biographical Sketch:
Undergraduate studies in Electrical Engineering at Technical University of Ural and in Mathematics (including graduate studies) at the University of Ural, (Yekaterinburg, former Sverdlovsk). PhD equivalent in 1965, Second doctorate (habilitation) in 1971, full professor in 1974. In 1967-1984 - at the Institute of Mathematics and Mechanics, Ural Branch of the Academy of Sciences of USSR - Senior Researcher, Head of Department and Director. In 1984-1992 -- Chairman of Systems and Decision Sciences Program , since 1987 also Deputy Director of IIASA (the International Institute of Applied Systems Analysis) in Laxenburg, Austria. Honorary scholar of IIASA (1992). From 1992 till present -- organizer and head of Department of Systems Analysis at Moscow State (Lomonosov) University (MSU), Faculty of Computational Mathematics and Cybernetics. Distinguished Professor of MSU(1999). Since 1998 also Visiting Research Scholar, University of California at Berkeley. Full Member of the Russian (former Soviet) Academy of Sciences since 1990. (Associate Member since 1981). Member of IFAC Council – since 2005. Research interests: control with state constraints, obstacle problems, set-membership estimation, control synthesis under incomplete (realistic) information, impulse control, new dynamic programming techniques, inverse problems of mathematical physics, computational methods and set-valued techniques in dynamics and control, control of complex systems and mathematical modeling for applied systems analysis.