**Week ** |
**Topic ** |

**1** |
Introduction to Optimal Control Problem and classifications |

**2** |
The parameter optimization by the method of Lagrange multipliers in optimal control problem |

**3** |
The parameter optimization by the method of Lagrange multipliers in optimal control problem |

**4** |
The performance indices in optimal control problem and Dynamic Programming |

**5** |
The performance indices in optimal control problem and Dynamic Programming |

**6** |
The calculus of variations and Euler Equations |

**7** |
The calculus of variations and Euler Equations |

**8** |
The application of the calculus of variations to basic optimal control problem |

**9** |
Pontragin’s minimum principle and solutions for the minimum time and control effort problems |

**10** |
Pontragin’s minimum principle and solutions for the minimum time and control effort problems |

**11** |
The Hamilton-Jacobi-Bellmann approach |

**12** |
Linear Quadratic Optimal Control Problem (The Matrix Riccati equation) |

**13** |
Linear Quadratic Optimal Control Problem (The Algebraic Riccati equation) |

**14** |
Numerical methods for optimal control problem |