L5.1 - Introduction to dynamic programming and its application to discrete-time optimal control

An introductory (video)lecture on dynamic programming within a course on "Optimal and Robust Control" (B3M35ORR, BE3M35ORR, BEM35ORC) given at Faculty of Electrical Engineering, Czech Technical University in Prague. See the course website at moodle.fel.cvut.cz/course/B3M35ORR. In this part we introduce the fundamental principle of dynamic programming known widely as Bellman's principle of optimality. We demonstrate it through a simple shortest-path-in-the-graph problem end sketch its application to the problem of discrete-time optimal control.

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• #optimal_control
• #dynamic_programming
• #principle_of_optimality
• #bellmans_principle_of_optimality