Calculus of variations: critical points; Euler equations; transversality; corner conditions; Hamilton equations; Jacobi equations; Legendre sufficient condition; Weierstrass E-function. Control theory: Lagrange, Mayer & Bolza problems; Pontryagin maximal principle, legendre transformations, augmented Hamiltonians, transversality, bang-bang control, linear systems. -- Course Website
Instructor: Dr Min-Chun Hong ([email protected])