Lecture notes in Optimal Control by Frédéric Bonnans

NEW SERIES

• A mathematical toolbox.

• Linear quadratic control.

• Pontryagin's principle.

• Optimal control problems with state constraints.

OTHER LECTURE NOTES

• Approche classique des équations aux dérivées partielles du premier ordre . Notes on first-order PDEs, in French, 2011.

• Optimal control of ordinary differential equations. CIMPA School, Castro Urdiales (Espagne), 2006.