- Dynamic programming in continuous and discrete time.
- Hamilton-Jacobi-Bellman equation.
- Theory of ordinary differential equations.
- The Pontryagin maximum principle.
- Linear quadratic optimization.
- Infinite horizon optimal control problems.
- Model predictive control.
- Numerical methods for optimal control problems.
SF2852 Optimal Control Theory 7.5 credits

Information per course offering
Choose semester and course offering to see current information and more about the course, such as course syllabus, study period, and application information.
Information for Autumn 2025 Start 25 Aug 2025 programme students
- Course location
KTH Campus
- Duration
- 25 Aug 2025 - 24 Oct 2025
- Periods
- P1 (7.5 hp)
- Pace of study
50%
- Application code
51220
- Form of study
Normal Daytime
- Language of instruction
English
- Course memo
- Course memo is not published
- Number of places
Places are not limited
- Target group
Open for all programmes as long as it can be included in your programme.
- Planned modular schedule
- [object Object]
- Schedule
- Schedule is not published
- Part of programme
Master's Programme, Aerospace Engineering, åk 2, Optional
Master's Programme, Aerospace Engineering, åk 2, SYS, Mandatory
Master's Programme, Applied and Computational Mathematics, åk 1, Optional
Master's Programme, Applied and Computational Mathematics, åk 2, Optional
Master's Programme, Applied and Computational Mathematics, åk 2, OPST, Conditionally Elective
Master's Programme, Industrial Engineering and Management, åk 1, OSYT, Conditionally Elective
Master's Programme, Mathematics, åk 1, Optional
Master's Programme, Mathematics, åk 2, Optional
Master's Programme, Systems, Control and Robotics, åk 2, Recommended
Master's Programme, Systems, Control and Robotics, åk 2, LDCS, Conditionally Elective
Contact
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus SF2852 (Spring 2022–)Content and learning outcomes
Course contents
Intended learning outcomes
To pass the course, the student shall be able to do the following:
- Formulate optimal control problems on standard form from specifications on dynamics, constraints and control objective. In addition, be able to explain how various control objectives affect the optimal performance.
- Use the methods in the course to design closed loop and open loop controllers for optimal control problems.
- Apply the methods given in the course to solve example problems and use computational software to solve realistic problems numerically.
To receive the highest grade, the student shall in addition be able to do the following:
- Combine and explain the tools of the course and apply them to more complex problems.
Literature and preparations
Specific prerequisites
- English B / English 6
- Completed basic course in optimization (SF1811, SF1861 or equivalent)
- Completed basic course in mathematical statistics (SF1914, SF1918, SF1922 or equivalent)
- Completed basic course in numerical analysis (SF1544, SF1545 or equivalent)
- Completed basic course in differential equations (SF1633, SF1683 or equivalent).
Recommended prerequisites
A completed course in control theory.
Literature
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
- HEM2 - Homework, 1.5 credits, grading scale: P, F
- TEN2 - Written exam, 6.0 credits, grading scale: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.