An Introduction to Mathematical Optimal Control Theory (Lecture Notes)
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
http://ifile.it/j5knol/mathcontrol.rar
