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I am planning to start studying optimal control, especially the bang-bang problem.
What elementary texts or documents on the subject would you recommend?
2 Answers
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- Lawrence C. Evans, An Introduction to Mathematical Optimal Control Theory, Department of Mathematics, University of California, Berkeley.
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A good reference is the recent book Calculus of Variations and Optimal Control Theory: A Concise Introduction by Daniel Liberzon
Optimal Control Theory: An Introduction () by Kirk (1970, 464p) is an older, somewhat more engineering-oriented book, reprinted by Dover Books. It is a good classic.
Start with 1 or both of these. Most other texts are heavier reading than both of these together.