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Optimal control. An introduction to the theory with applications. (English) Zbl 0747.49001

Oxford Applied Mathematics and Computing Science Series. Oxford: Clarendon Press,. xiv, 254 p. (1991).
This is an introductory text on optimal control, with emphasis on a diversity of applications and examples, rather than advanced theory. After preliminaries, there are chapters on controllability and on time- optimal control, with detailed examples. Then the proof of Pontryagin’s principle is outlined, again with many examples. The theory is applied to several biological models, and one financial model. There is a brief chapter on numerical approaches. There are many exercises, with solutions.

MSC:

49-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control
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