Electrical & Computer Engin 634 - Optimal Cntrl Systms

Optimization is ubiquitous in engineering and computer science. A recent application is the defeat of the world Go champion by the artificial intelligence algorithms executed in the Google?s AlphaGo system. Other application examples include deep learning network training, large data set clustering, and many engineering design problems. The optimization procedure involved in these applications can be summarized in the topic of optimal control of dynamic systems where the objective function values from the current state to the end plays a critical role and a backpropagation type of computation is needed.