Optimal Control: Basics and Beyond

From the Publisher: Although there are many books covering optimal control and optimization theory, there are none which are suitable as an accessible introduction for postgraduate students. Written by one of the foremost authorities in the field, this book fills that gap and introduces students to the basic theories of deterministic and stochastic models in optimal control. The second half of the book deals with more advanced and new material which will be of interest to all researchers in this area but is written to form a cohesive whole with the first half.