Optimal Control of ODEs and DAEs (5 ECTS)

Lecturer Dr. Michael Burger

Lectures / Exercise Classes

  • Freitag, 8:30 – 10:00 h (live via zoom)
  • Freitag, 10:15 – 11:45 h  fortnightly (live via zoom)


The first lecture will take place on Friday, 5.3.2021, 8:30 h via zoom (see Portal2 for the zoom-link). The course material will be available for download via Ilias. The password for course registration with Ilias and further details regarding the course format and exams will be discussed in the first lecture. The first tutorial will take place on Friday, 19.3.2021, 10:15 h via zoom.


  • Optimal Control for ODEs and DAEs: Formulation and Examples
  • Optimality Conditions
  • Linear-quadratic Problems
  • Numerical Methods
  • Model Predicitve Control
  • Mixed Integer Problems


  • Basic knowledge in the field ofoptimization and numerical analysis of ordinary differential equations.
  • Basic knowledge in functional analysis and dynamical systems is helpful.


  • Gerdts: Optimal control of ODEs and DAEs.
  • Betts: Practical Methods for Optimal Control and Estimation using Nonlinear Programming.
  • Borrelli, Bemporad, Morari: Predictive Control
  • Locatelli: Optimal Control
  • Bertsekas: Dynamic Programming and Optimal Control (Vol I)
  • Anderson, Moore: Optimal Control: Linear Quadratic Methods
  • Naidu: Optimal Control Systems
  • Sontag: Mathematical Control Theory
  • Athans, Falb: Optimal Control