May 25, 2026  
Rensselaer Catalog 2025-2026 
    
Rensselaer Catalog 2025-2026

ECSE 6440 - Optimal Control Theory


The concepts, techniques, and tools related to optimal control for dynamical systems. Major topics include calculus of variation, minimum principle, dynamic programming, optimal estimation, and differential games. Both discrete time systems and continuous times are addressed. Particular consideration is given to linear time invariant systems in terms of linear quadratic regulator and Kalman filter.

Prerequisite or Corequisite: Prerequisite: ECSE 6400  or ECSE 6600 .

When Offered: FALL TERM, ODD YEARS

Cross Listed: MANE 6620 ; students cannot receive credit for both this course and MANE 6620 .

Graded: GRADED

Credit Hours: 3