Optimal Control and the Calculus of Variations [Paperback]

Optimal control is a modern development of the calculus of variations and classical optimization theory. For that reason, this introduction to the theory of optimal control starts by considering the problem of minimizing a function of many variables. It moves through an exposition of the calculus of variations, to the optimal control of systems governed by ordinary differential equations. This approach should enable students to see the essential unity of important areas of mathematics, and also allow optimal control and the Pontryagin maximum principle to be placed in a proper context. A good knowledge of analysis, algebra, and methods is assumed. All the theorems are carefully proved, and there are many worked examples and exercises. Although this book is written for the advanced undergraduate mathematician, engineers and scientists who regularly rely on mathematics will also find it a useful text.

PART I: Introduction
1.1. The maxima and minima of functions
1.2. The calculus of variations
1.3. Optimal control
PART II: Optimization in
2.1. Functions of one variable
2.2. Critical points, end-points, and points of discontinuity
2.3. Functions of several variables
2.4. Minimization with constraints
2.5. A geometrical interpretation
2.6. Distinguishing maxima from minima
PART III: The calculus of variations
3.1. Problems in which the end-points are not fixed
3.2. Finding minimizing curves
3.3. Isoperimetric problems
3.4. Sufficiency conditions
3.5. Fields of extremals
3.6. Hilbert's invariant integral
3.7. Semi-fields and the Jacobi condition
PART IV: Optimal Control I: Theory
4.1. Introduction
4.2. Control of a simple first-order system
4.3. Systems governed by ordinary differential equations
4.4. The optimal control problem
4.5. The Pontryagin maximum principle
4.6. Optimal control to target curves
PART V: Opló%