Optimal Control Theory

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Calculus of Variations and Optimal Control Theory: A Concise Introduction, by Daniel Liberzon.

Reading Materials

• Lecture notes by Hector Sussmann

• 300 years of optimal control, a historical article by Hector Sussmann and Jan Willems

• Feynman's lecture on the principle of least action

• Article by McShane

• Article by Bliss

• Lecture notes by Alberto Bressan (scroll to the bottom of the page)

• Tutorial on viscosity solutions of HJB equation by Alberto Bressan

• Contributions to the theory of optimal control, 1960 paper by Kalman

• An introduction to the coordinate-free maximum principle, paper by Hector Sussmann about maximum principle on manifolds

• Lecture notes by Lawrence Evans

• Lecture notes by Andrei Agrachev

• Optimal Control Theory, by Emanuel Todoro

• Optimality conditions for nonlinear optimization, slides by Yinyu Ye.

• Noncooperative Differential Games: A Tutorial by Alberto Bressa.