Calculus of Variations and Optimal Control Theory

<p>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.<br><br><br><br> <i>Calculus of Variations and Optimal Control Theory</i> also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study.<br><br><br></p><ul><br> <li>Offers a concise yet rigorous introduction </li><br> <li>Requires limited background in control theory or advanced mathematics </li><br> <li>Provides a complete proof of the maximum principle </li><br> <li>Uses consistent notation in the exposition of classical and modern topics </li><br> <li>Traces the historical development of the subject </li><br> <li>Solutions manual (available only to teachers)</li><br></ul><p><br> Leading universities that have adopted this book include:<br><br></p><ul><br> <li>University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems </li><br> <li> Georgia Institute of Technology ECE 6553: Optimal Control and Optimization </li><br> <li> University of Pennsylvania ESE 680: Optimal Control Theory</li><br> <li> University of Notre Dame EE 60565: Optimal Control</li><br></ul>