Optimal Control Theory: An IntroductionOptimal control theory is the science of maximizing the returns from and minimizing the costs of the operation of physical, social, and economic processes. Geared toward upperlevel undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. 
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great introduction to the optimal control theory, with lots of examples it makes the reader to get the intuition of the regarding mathematical expressions. the target readers are obviously the ones who are novice to the field but still no computation script (i.e. with Matlab) is provided. So, for programming task, other sources should be used.
Contents
Describing the System and Evaluating Its Performance  1 
Introduction  3 
The Performance Measure  29 
Dynamic Programming  51 
Dynamic Programming  53 
The Calculus of Variations and Pontryagins Minimum Principle  105 
The Calculus of Variations  107 
The Variational Approach to Optimal Control Problems  184 
Iterative Numerical Techniques for Finding Optimal Controls and Trajectories  327 
Numerical Determination of Optimal Trajectories  329 
Conclusion  415 
Summation  417 