Knowles G. An Introduction to Applied Optimal Control

Academic Press (January 11, 1982). - 180 p. ISBN10: 0124169600
This book began as the notes for a one-semester course at Carnegie-Mellon University. The aim of the course was to give an introduction to deterministic optimal control theory to senior level undergraduates and first year graduate students from the mathematics, engineering, and business schools. The only prerequisite for the course was a junior level course in ordinary differential equations. Accordingly, the backgrounds of the students were widely dissimilar, and the common denominator was their interest in the applications of optimal control theory. In fact, one of the most popular aspects of the course was that students were able to study problems from areas that they would not normally cover in their respective syllabi.
This text differs from the standard ones in that we have not attempted to prove the maximum principle, since this was beyond the background and interest of most of the students in the course. Instead we have tried to show its strengths and limitations through examples.