本书在《随机系统最优控制》（清华大学出版社，2005年出版）的基础上，融合了相关新理论和新技术，详细讨论了随机系统统计分析、状态估计、随机*优控制、随机稳定性分析及参数优化等新的理论和方法。内容新颖，研究方法独特，学术水平较高，应用范围较为广泛。

最优控制习题集，里面含有答案，非常详细齐全

关于状态反馈线性二次型最优控制器设计的作业.

状态反馈的线性二次型最优控制，闭环系统输出和相应曲线。

绝对可以用的二级倒立摆模型。simulink建模，matlab编写s函数，使用lqr最优控制

Optimal control problems with fixed-final- time Optimal control problems with free-final- time

This report forms the user's guide for Version 4.0 of NPSOL, a set of Fortran subroutines designed to minimize a smooth function subject to constraints, which may include simple bounds on the variables, linear constraints and smooth nonlinear constraints. (NPSOL may also be used for unconstrained, bound-constrained and linearly constrained optimization.) The user must provide subroutines that define the objective and constraint functions and (optionally) their gradients. All matrices are treated as dense, and hence NPSOL is not intended for large sparse problems. NPSOL uses a sequential quadratic programming (SQP) algorithm, in which the search direction is the solution of a quadratic programming (QP) subproblem. The algorithm treats bounds, linear constraints and nonlinear constraints separately. The Hessian of each QP subproblem is a positive-definite quasi-Newton approximation to the Hessian of the Lagrangian function. The steplength at each iteration is required to produce a sufficient decrease in an augmented Lagrangian merit function. Each QP subproblcm is solved using a quadratic programming package with several features that improve the efficiency of an SQP

最优控制的理论与方法（第2版）-吴沧浦-国防工业出版社-2000