Optimization and Optimal Control in a Nutshell

This book concisely presents the optimization process and optimal control process with examples and simulations to help self-learning and better comprehension. It starts with function optimization and constraint inclusion and then extends to functional optimization using the calculus of variations. The development of optimal controls for continuous-time, linear, open-loop systems is presented using Lagrangian and Pontryagin-Hamiltonian methods, showing how to introduce the end-point conditi...