We start next on the Calculus of Variations.

On Tuesday February 11 we will talk about Convexity/Concavity for functions of several variables. In addition we will start on the Euler equation in the Calculus of Variations. See the Lecture Notes

LECTURES ON OPTIMAL CONTROL THEORY

or the books of Sydsæter et al.

For those who would  like to move a bit deeper into Optimal Control Theory, we recommend the book

Daniel Liberzon, Calculus of Variations and Optimal Control Theory,

which is available in the bookstore and in the library. This book also contains a proof of  a version of the Maximum Principle in Control Theory.