Calculus of variations and optimal control theory: a concise introduction/
Daniel Liberzon.
- Princeton, N.J.; Oxford: Princeton University Press, 2012.
- xv, 235 pages: illustrations; 27 cm
Includes bibliographical references (pages 225-230) and index.
1. Introduction -- 2. Calculus of variations -- 3. From calculus of variations to optimal control -- 4. The maximum principle -- 5. The Hamilton-Jacobi-Bellman equation -- 6. The linear quadratic regulator -- 7. Advanced topics.