ABSTRACT

One purpose of deriving adequate differential models is to employ them for the design of control mechanisms that can be applied to the models in order to achieve some goals. Optimal control theory is largely a modelling framework ranging from the definition of control strategies to the formulation of the purpose of the action of the control.

This chapter illustrates the analysis and numerical solution of optimal control problems governed by ODEs. For this purpose, the Lagrangian framework and the Pontryagin’s maximum principle are discussed. The concept of feedback controls is illustrated in the case of linear-quadratic problems.