Optimal Control Theory: An Introduction

I used this book for graduate course about Optimal control. It is written in very good style, friendly for everyone who is new to the topic. Optimal control theory seems very difficult in the first view, but this book can help doing the first steps. The book starts with explaining why optimal control theory is important. Then it builds static optimizing theory. After these simpler parts are clearly explained, the calculus of variations and the dynamic optimization is introduced. The last part is numerical techniques for finding optimal control. In my opinion this book explains, for example, the deriving of Riccati equation in the best way I have ever read. I can say that I finally understand where Riccati equation comes from. :) Every section of the book is supported with several examples that help understanding the theory. I recommend this book for everyone who wants to understand the optimal control theory fundamentals. It is especially suitable for those who are new to the topic.

A complete introduction to optimal control theory, both from the point of view of dynamic programming and the Pontryagin's maximum principle. Ideal for starters like myself!

My professor chose this book to use in an Optimal Control class partly because it is very affordable. On top of that, its contents are superb, giving very clear explanations of the fundamental principles underlying Optimal Control for nonlinear/linear systems. Despite its long history, I would think that all material are still relevant, although there are available more "modern" numerical techniques (nonetheless, it's still always good to know how things were done "back in those days"). I would grade this as a must-have for the beginning student in Optimal Control. I have always been a fan of Dover books, publishing quality books at rock bottom prices. This one has just reinforced my liking of Dover Publishing.

It is an excellent "first book" which is very easy to read and covers broad range of topics: Dynamic Programming leading to Hamilton-Jacobi using Bellman's principle, Calculus of Variations, Hamiltonian Equations, Pontryagin's principle and finally numerical solutions (two point boundary value problems based and using direct methods from operations research methods).

This book is very reader friendly. It introduces Dynamic Programming, Variational Calculus, Pontryagin Minimum Principle and in its final section some Numerical Methods. Despite being published in the seventies, this is a truly GOOD CLASSIC (there are bad classics). In my opinion, to the student, Kirk is superior to Citron, to Athans and to Lewis (this is more recent), that is, this book is more concerned about teaching people. Athans is more encyclopedic but much more time-consuming to read. With Kirk you will really learn the elements of optimal control theory.