Calculus of variations and optimal control theory: a concise introduction
Liberzon, Daniel
- Princeton Princeton Uinversity Press 2012
- xv, 235 p.
Includes bibliographical references and index.
This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control.