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


CONTENTS-


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


Exercises


References