Book Review: Computational Methods in Optimal Control: Theory and Practice

This is a book based on a series of 10 lectures (entitled Computational Methods in Optimal Control) given by the author at an NSF-CBMS conference. The book addresses the optimal control problem [Formula: see text] for almost every [Formula: see text], where [Formula: see text] is given, [Formula: see text], [Formula: see text], [Formula: see text] is bounded and measurable, and [Formula: see text] is a closed set. Thus, the problem is time invariant on a fixed time interval [Formula: see text] with control constraints and with vector-valued state and control.