In this essay, we shall present a summary of the methods of optimal control, including variational method, Pontryagin’s Maximum Principle, and dynamic programming. First, we will give a brief introduction to optimal control. Then we would like to talk about the general form of optimal control problems. After that, we will discuss three kinds of optimal control methods respectively and point out what types of problems can be solved by them. Finally, we will show the relationship between the three methods.

Leihao Chen. The summery of optimal control methods. Frontiers in Educational Research (2019) Vol. 2 Issue 5: 154-165. https://doi.org/10.25236/FER.034052.

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