How do you fly an airplane from one point to another as fast as possible? What is the best way to administer a vaccine to fight the harmful effects of disease? What is the most efficient way to produce a chemical substance? This book presents practical methods for solving real optimal control problems such as these. This third edition focuses on the direct transcription method for optimal control, and features: A summary of relevant material in constrained optimization, including nonlinear programming. Discretization techniques appropriate for ordinary differential equations and differential-algebraic equations. Several examples and descriptions of computational algorithm formulations that implement this discretize-then-optimize strategy. The third edition has been thoroughly updated and includes: New material on implicit Runge-Kutta discretization techniques. New chapters on partial differential equations and delay equations. More than 70 test problems and open source FORTRAN code for all of the problems. This book will be valuable for academic and industrial research and development in optimal control theory and applications.

It is appropriate as a primary or supplementary text for advanced undergraduate and graduate students.