Systems that evolve with time occur frequently in nature and modelling the behavior of such systems provides an important application of mathematics. These systems can be completely deterministic, but it may be possible too to control their behavior by intervention through "controls." The theory of optimal control is concerned with determining such controls which, at minimum cost, either direct the system along a given trajectory or enable it to reach a given point in its state space. This textbook is a straightforward introduction to the theory of optimal control with an emphasis on...
Systems that evolve with time occur frequently in nature and modelling the behavior of such systems provides an important application of mathematics. ...