Prof. Jonathan P. How
This course studies basic optimization and the principles of optimal control. It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and approaches based on Pontryagin's maximum principle, and it includes many examples and applications of the theory.
How, Jonathan. 16.323 Principles of Optimal Control, Spring 2008. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/aeronautics-and-astronautics/16-323-principles-of-optimal-control-spring-2008 (Accessed). License: Creative Commons BY-NC-SA