Repository for the course "Optimal Control" at University of Stuttgart
- Discretization of the quadratic cost functions and system dynamics (constraints)
- Batch solution of the optimal control problem
- Solution of the batch solution using KKT conditions (SQP) or quadprog from Matlab
- Value function iteration algorithm
- Value function as a Linear Programing
- Convergence proofs of value iteration
- Discrete-time Model-Predictive Control (MPC)
- Stability proofs of MPC