Shestopalov Y. An Introduction to Optimal Control 2023

Textbook in PDF format

This book explores the major techniques involved in optimization, control theory, and calculus of variations. The book serves as a concise contemporary guide to optimal control theory, optimization, numerical methods and beyond. As such, it is a valuable source to learn mathematical modeling and the mathematical nature of optimization and optimal control. The presence of a variety of exercises solved down to numerical values is one of the main characteristic features of the book. Another one is its compactness, and the material’s usefulness in preparing and teaching several different university courses. The investigation of trends and their formation undertaken in the book leads seamlessly into extrapolation techniques and rigorous methods of scientific prediction. The research for this book was accomplished at the Russian Technological University (RTU) MIREA, based on the courses which have been taught at the RTU for many years.
Laplace's Demon.
Preface.
Minimization Problems For Functions.
Introduction to Calculus of Variations.
Theory Of Optimal Control.
Formalism Of Sufficient Conditions.
Euler’s Problem.
The Lagrange–Pontryagin Method For Controlled Processes.
Hamilton-Jacobi-Bellman Method.
The Theory Of Optimal Control And The Variational Calculus.
Multi-Step Controlled Processes.
The Lagrange–Pontryagin Method.
Hamilton-Jacobi-Bellman Method.
Applied Optimal Control Problems.
Solving Problens Of Applied Optimal Control Theory Using The Apparatus Of Near-Periodic Functions.
Literature