Optimal Control

"Each chapter contains a well-written introduction and notes. They include the author's deep insights on the subject matter and provide historical comments and guidance to related literature. This book may well become an important milestone in the literature of optimal control." —Mathematical Reviews "Thanks to a great effort to be self-contained, [this book] renders accessibly the subject to a wide audience. Therefore, it is recommended to all researchers and professionals interested in Optimal Control and its engineering and economic applications. It can serve as an excellent textbook for graduate courses in Optimal Control (with special emphasis on Nonsmooth Analysis)." —Automatica "The book may be an essential resource for potential readers, experts in control and optimization, as well as postgraduates and applied mathematicians, and it will be valued for its accessibility and clear exposition." —Applications of Mathematics

Richard Vinter is Head of the Control and Power Research Group at Imperial College London.

Preface.- Notation.- Overview.- Measurable Multifunctions and Differential Inclusions.- Variational Principles.- Nonsmooth Analysis.- Subdifferential Calculus.- The Maximum Principle.-The Extended Euler Lagrange and Hamilton Conditions.- Necessary Conditions for Free Time Problems.- The Maximum Principle for State Constrained Problems.- The Extended Euler Lagrange Condition and Hamilton Inclusion for State Constrained Problems.-Regularity of Minimizers.- Dynamic Programming.- Index.