An Introduction to Optimal Control Theory
Hernández-Lerma, Onésimo / González-Sánchez, David / Mendoza-Palacios, Saul / Laura-Guarachi, Leonardo R.
This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others.
The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal c...