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Preface | p. xi |
Basic Optimal Control Problems | p. 1 |
Preliminaries | p. 4 |
The Basic Problem and Necessary Conditions | p. 7 |
Pontryagin's Maximum Principle | p. 12 |
Exercises | p. 18 |
Existence and Other Solution Properties | p. 21 |
Existence and Uniqueness Results | p. 23 |
Interpretation of the Adjoint | p. 26 |
Principle of Optimality | p. 28 |
The Hamiltonian and Autonomous Problems | p. 31 |
Exercises | p. 35 |
State Conditions at the Final Time | p. 37 |
Payoff Terms | p. 37 |
States with Fixed Endpoints | p. 41 |
Exercises | p. 46 |
Forward-Backward Sweep Method | p. 49 |
Lab 1: Introductory Example | p. 57 |
Lab 2: Mold and Fungicide | p. 63 |
Lab 3: Bacteria | p. 67 |
Bounded Controls | p. 71 |
Necessary Conditions | p. 73 |
Numerical Solutions | p. 81 |
Exercises | p. 83 |
Lab 4: Bounded Case | p. 85 |
Lab 5: Cancer | p. 89 |
Lab 6: Fish Harvesting | p. 93 |
Optimal Control of Several Variables | p. 97 |
Necessary Conditions | p. 97 |
Linear Quadratic Regulator Problems | p. 104 |
Higher Order Differential Equations | p. 107 |
Isoperimetric Constraints | p. 108 |
Numerical Solutions | p. 112 |
Exercises | p. 113 |
Lab 7: Epidemic Model | p. 117 |
Lab 8: HIV Treatment | p. 123 |
Lab 9: Bear Populations | p. 129 |
Lab 10: Glucose Model | p. 135 |
Linear Dependence on the Control | p. 139 |
Bang-Bang Controls | p. 139 |
Singular Controls | p. 143 |
Exercises | p. 151 |
Lab 11: Timber Harvesting | p. 153 |
Lab 12: Bioreactor | p. 157 |
Free Terminal Time Problems | p. 163 |
Necessary Conditions | p. 163 |
Time Optimal Control | p. 168 |
Exercises | p. 173 |
Adapted Forward-Backward Sweep | p. 175 |
Secant Method | p. 175 |
One State with Fixed Endpoints | p. 177 |
Nonlinear Payoff Terms | p. 182 |
Free Terminal Time | p. 183 |
Multiple Shots | p. 184 |
Exercises | p. 187 |
Lab 13: Predator-Prey Model | p. 189 |
Discrete Time Models | p. 193 |
Necessary Conditions | p. 193 |
Systems Case | p. 199 |
Exercises | p. 202 |
Lab 14: Invasive Plant Species | p. 205 |
Partial Differential Equation Models | p. 211 |
Existence of an Optimal Control | p. 212 |
Sensitivities and Necessary Conditions | p. 213 |
Uniqueness of the Optimal Control | p. 215 |
Numerical Solutions | p. 215 |
Harvesting Example | p. 216 |
Beaver Example | p. 220 |
Predator-Prey Example | p. 223 |
Identification Example | p. 228 |
Controlling Boundary Terms | p. 231 |
Exercises | p. 234 |
Other Approaches and Extensions | p. 237 |
References | p. 245 |
Index | p. 259 |
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