Daniel Liberzon, "Calculus of Variations and Optimal Control Theory: A Concise Introduction"
256 pages | Pr--ton U-ty Pr-ss | 2012 | ISBN: 0691151873 | PDF | 1,6 MB
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.