Download An Introduction to Mathematical Optimal Control Theory by Lawrence C. Evans, This book is an introduction to mathematical optimal control theory.


Chapter 1: Introduction

Chapter 2: Controllability, bang-bang principle

Chapter 3: Linear time-optimal control

Chapter 4: The Pontryagin Maximum Principle

Chapter 5: Dynamic programming

Chapter 6: Game theory

Chapter 7: Introduction to stochastic control theory

Appendix: Proofs of the Pontryagin Maximum Principle