Continuous-Time Optimal Control

This chapter presents the optimal control design for linear, continuous-time systems. The two main formulations of functional optimization—Lagrange–Euler and Pontryagin–Hamiltonian—are presented, and the conditions for optimality in each formulation are derived. The nature of optimality is also explored. The process of introducing end-point conditions of final time and final state is presented. Several exercises are provided to emphasize the application of the two formulations in optimal control system design.