Calculus of Variations and Optimal Control Theory
A Concise Introduction

Daniel Liberzon
University of Illinois at Urbana-Champaign

1. Introduction

Next: 1.1 Optimal control problem Up: Calculus of Variations and Previous: Preface Contents Index

1. Introduction

Subsections

1.1 Optimal control problem
1.2 Some background on finite-dimensional optimization
- 1.2.1 Unconstrained optimization
- 1.2.2 Constrained optimization
  - 1.2.2.1 First-order necessary condition (Lagrange multipliers)
  - 1.2.2.2 Second-order conditions
1.3 Preview of infinite-dimensional optimization
1.4 Notes and references for Chapter 1

Daniel 2010-12-20