Preface to the Fourth Printing |
Preface to the Second Edition |
Preface to the First Edition |
Calculus of Variations / Part I: |
Introduction / Section 1: |
Example Solved / Section 2: |
Simplest Problem-Euler Equation / Section 3: |
Examples and Interpretations / Section 4: |
Solving the Euler Equation in Special Cases / Section 5: |
Second Order Conditions / Section 6: |
Isoperimetric Problem / Section 7: |
Free End Value / Section 8: |
Free Horizon-Transversality Conditions / Section 9: |
Equality Constrained Endpoint / Section 10: |
Salvage Value / Section 11: |
Inequality Constraint Endpoints and Sensitivity Analysis / Section 12: |
Corners / Section 13: |
Inequality Constraints in (t, x) / Section 14: |
Infinite Horizon Autonomous Problems / Section 15: |
Most Rapid Approach Paths / Section 16: |
Diagrammatic Analysis / Section 17: |
Several Functions and Double Integrals / Section 18: |
Optimal Control / Part II: |
Simplest Problem-Necessary Conditions |
Sufficiency |
Interpretations |
Several Variables |
Fixed Endpoint Problems |
Various Endpoint Conditions |
Discounting, Current Values, Comparative Dynamics |
Equilibria in Infinite Horizon Autonomous Problems |
Bounded Controls |
Further Control Constraint |
Discontinuous and Bang-Bang Control |
Singular Solutions and Most Rapid Approach Paths |
The Pontryagin Maximum Principle, Existence |
Further Sufficiency Theorems |
Alternative Formulations |
State Variable Inequality Constraints |
Jumps in the State Variable, Switches in State Equations |
Delayed Response / Section 19: |
Optimal Control with Integral State Equations / Section 20: |
Dynamic Programming / Section 21: |
Stochastic Optimal Control / Section 22: |
Differential Games / Section 23: |
Calculus and Nonlinear Programming / Appendix A: |
Calculus Techniques |
Mean-Value Theorems |
Concave and Convex Functions |
Maxima and Minima |
Equality Constrained Optimization |
Inequality Constrained Optimization |
Line Integrals and Green's Theorem |
Differential Equations / Appendix B: |
Linear First Order Differential Equations |
Linear Second Order Differential Equations |
Linear nth Order Differential Equations |
A Pair of Linear Equations |
Existence and Uniqueness of Solutions |
References |
Author Index |
Subject Index |
Preface to the Fourth Printing |
Preface to the Second Edition |
Preface to the First Edition |