This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control.

Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study.

Offers a concise yet rigorous introduction

Requires limited background in control theory or advanced mathematics

Provides a complete proof of the maximum principle

Uses consistent notation in the exposition of classical and modern topics

Traces the historical development of the subject

Solutions manual (available only to teachers)

Leading universities that have adopted this book include:

University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems

Georgia Institute of Technology ECE 6553: Optimal Control and Optimization

University of Pennsylvania ESE 680: Optimal Control Theory

University of Notre Dame EE 60565: Optimal Control

About the Author

Daniel Liberzon is associate professor of electrical and computer engineering at the University of Illinois, Urbana-Champaign. He is the author of Switching in Systems and Control.

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