加州伯克利数学学院(Department of Mathematics, University of California, Berkeley)Lawrence C. Evans教授的最优控制笔记,非常简明扼要。原版没有目录,我添加了目录:
1 Introduction 3
2 Controllability, bang-bang principle 15
3 Linear time-optimal control 31
4 The Pontryagin Maximum Principle 41
5 Dynamic programming 72
6 Differential Game theory 88
7 Introduction to stochastic control theory 96
Appendix Proofs of the Pontryagin Maximum Principle 110
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