Research Group of Prof. Dr. J. Garcke
Institute for Numerical Simulation

Lecture course in sommer semester 2018:

V4E2 - Numerical Simulation
Optimal Control and Reinforcement Learning

Prof. Dr. Jochen Garcke

Location: Room 6.020, Wegelerstr. 6
Time: Tuesday, 10:15 - 11:45
Thursday, 8:30 - 10:00 No lecture on Thursday, the 12th of April, but two lectures on Thursday, the 19th of April
Exercise: Wednesday, 14:15 - 16:00, start in the third week of the course
Office hours: on appointment, e-mail

Content of the lecture:


The content of the two lectures on Numerische Mathematik from the second year of the bachelor studies are expected. In particular knowledge of (nonlinear) optimization and numerical methods for ODEs is recommended, the (German) lecture notes from the course in 2015 are available on request. Furthermore, (Lagrange) interpolation is expected, function discretization by finite elementes is helpful, although for HJB-equations one cannot use the mathematical ideas from the field of numerical solution of PDEs (e.g. Sobolev spaces or Galerkin methods do not play a role here). Parts of the prerequisites will be freshened up in the exercises. In the second half we might do some numerical exercises / experiments for reinforcement learning using existing python-based frameworks.


The oral exams will be at the end of lecture period or the beginning of the semester break.

Selected Literature: