An Introduction to
Mathematical Optimal Control Theory Version 0.2 By Lawrence C. Evans
Department of Mathematics
University of California, Berkeley
Chapter 1: Introduction
Chapter 2: Controllability,
bang-bang principle
Chapter 3: Linear time-optimal control
Chapter 4: The Pontryagin
Maximum Principle
Chapter 5: Dynamic programming
Chapter 6: Game theory
Chapter 7: Introduction to
stochastic control theory
Appendix: Proofs of the
Pontryagin Maximum Principle