Optimal Control Theory

A review of state space methods; optimal control problems, performance criterion, minimum time problems, minimum energy problems, and minimum fuel problems; optimization, using calculus of variations, Lagrange, Meyer, and Bolza problems, Lagrange equations, solution, applications; Pontryagin’s maximum principle, formulation, costate variables, solution; dynamic programming, principle of optimality, discrete control processes; Hamilton-Jacobi approach, closed loop control law, matrix Riccati