## Calculus of Variations and Optimal Control Theory: |

This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. - Offers a concise yet rigorous introduction
- Requires limited background in control theory or advanced mathematics
- Provides a complete proof of the maximum principle
- Uses consistent notation in the exposition of classical and modern topics
- Traces the historical development of the subject
- Solutions manual (available only to teachers)
Leading universities that have adopted this book include: - University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems
- Georgia Institute of Technology ECE 6553: Optimal Control and Optimization
- University of Pennsylvania ESE 680: Optimal Control Theory
- University of Notre Dame EE 60565: Optimal Control
"Each chapter ends with a rich and useful section of notes and references. The exercises are merely problems or even theorems. The author of the book presents a large list of references and a detailed index of notions, names, and symbols. The graphical presentation of the book is pleasant. . . . [T]his book is well written, it fully deserves all its goals mentioned at the beginning of the review, and is a pleasure to read it." "This is an extremely well-crafted textbook. If you plan to teach a first course to advanced students on the calculus of variations and optimal control and you like the selection of topics that the author has chosen to present (and I do), it is the text you need. What impresses me most is the careful balance between the formal derivations and the explanations that precede or accompany the statements and proofs. . . All in all, it is a first-rate, enjoyable text."
"A very scholarly and concise introduction to optimal control theory. Liberzon nicely balances rigor and accessibility, and provides fascinating historical perspectives and thought-provoking exercises. A course based on this book will be a pleasure to take."
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