This is an introduction to optimal control theory for systems governed by vector ordinary differential equations, up to and including a proof of the Pontryagin Maximum Principle. Though the subject is accessible to any student with a sound undergraduate mathematics background. Theory and applications are integrated with examples, particularly one special example (the rocket car) which relates all the abstract ideas to an understandable setting. The authors avoid excessive generalization, focusing rather on motivation and clear, fluid explanation.

This monograph is an introduction to optimal control theory for systems governed by vector ordinary differential equations. It is not intended as a state-of-the-art handbook for researchers. We have tried to keep two types of reader in mind: (1) mathematicians, graduate students, and advanced undergraduates in mathematics who want a concise introduction to a field which contains nontrivial interesting applications of mathematics (for example, weak convergence, convexity, and the theory of ordinary differential equations); (2) economists, applied scientists, and engineers who want to understand some of the mathematical foundations. of optimal control theory. In general, we have emphasized motivation and explanation, avoiding the "definition-axiom-theorem-proof" approach. We make use of a large number of examples, especially one simple canonical example which we carry through the entire book. In proving theorems, we often just prove the simplest case, then state the more general results which can be proved. Many of the more difficult topics are discussed in the "Notes" sections at the end of chapters and several major proofs are in the Appendices. We feel that a solid understanding of basic facts is best attained by at first avoiding excessive generality. We have not tried to give an exhaustive list of references, preferring to refer the reader to existing books or papers with extensive bibliographies. References are given by author's name and the year of publication, e.g., Waltman [1974].

This paper is intended for the beginner. It is not a state of-the-art paper for research workers in the field of control theory. Its purpose is to introduce the reader to some of the problems and results in control theory, to illustrate the application of these re sults, and to provide a guide for his further reading on this subject. I have tried to motivate the results with examples, especial ly with one canonical, simple example described in 3. Many results, such as the maximum principle, have long and difficult proofs. I have omitted these proofs. In general I have included only the proofs which are either (1) not too difficult or (2) fairly enlightening as to the nature of the result. I have, however, usually attempted to draw the strongest conclusion from a given proof. For example, many existing proofs in control theory for compact targets and uniqueness of solutions also hold for closed targets and non-uniqueness. Finally, at the end of each section I have given references to generalizations and origins of the results discussed in that section. I make no claim of completeness in the references, however, as I have often been content merely to refer the reader either to an exposition or to a paper which has an extensive bibliography. IV These 1ecture notes are revisions of notes I used for aseries of nine 1ectures on contro1 theory at the International Summer Schoo1 on Mathematica1 Systems and Economics held in Varenna, Ita1y, June 1967."