Mathematical Methods in Optimization of Differential Systems

Preface. Symbols and Notations. I: Generalized Gradients and Optimality. 1. Fundamentals of Convex Analysis. 2. Generalized Gradients. 3. The Ekeland Variational Principle. II: Optimal Control of Ordinary Differential Systems. 1. Formulation of the Problem and Existence. 2. The Maximum Principle. 3. Applications of the Maximum Principle. III: The Dynamic Programming Method. 1. The Dynamic Programming Equation. 2. Variational and Viscosity Solutions to the Equation of Dynamic Programming. 3. Constructive Approaches to Synthesis Problem IV: Optimal Control of Parameter Distributed Systems. 1. General Description of Parameter Distributed Systems. 2. Optimal Convex Control Problems. 3. The HINFINITY-Control Problem. 4. Optimal Control of Nonlinear Parameter Distributed Systems. Subject Index.