Applied and Computational Optimal Control: A Control Parametrization Approach

1. Introduction.- 2. Unconstrained Optimization Techniques.- 3. Constrained Mathematical Programming.- 4. Optimization Problems Subject to Continuous Inequality Constraints.- 5. Discrete Time Optimal Control Problems.- 6. Elements of Optimal Control Theory.- 7. Gradient Formulae for Optimal Parameter Selection Problems.- 8. Control Parameterization for Canonical Optimal Control Problems.- 9. Optimal Control Problems with State and Control Constraints.-10. Time-Lag Optimal Control Problems.- 11. Feedback Control.- 12. On Some Special Classes of Stochastic Optimal Control Problems.- A.1. Elements of Mathematical Analysis.- A.2 Global Optimization via Filled Function Approach. A.3. Elements of Probability Theory - References.