Calculus of variations and optimal control theory
This book grew out of my lecture notes for a graduate course on optimal control theory which I taught at the University of Illinois at Urbana-Champaign during the period from 2005 to 2010. While preparing the lectures, I have accumulated an entire shelf of textbooks on calculus of variations and optimal control systems. Although some of them are excellent, navigating and combining the material from so many sources was a daunting task, and I was unable to nd a single text with all the features that I wanted:Appropriate presentation level. I needed a friendly introductory text accessible to graduate students who have not had extensive training in control theory or mathematical analysis; a text that is rigorous and builds a solid understanding of the subject without getting bogged down in technicalities.
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