Calculus of variations, principle of optimality, the necessary conditions and the sufficient condition for optimal control. Hamiltonian theory, Hamilton-Jacobi-Bellman equation, Pontryagin's minimum principle and state inequality constraint. Linear Quadratic Regulator (LQR) control and Linear Quadratic Gaussian (LQG) control for continuous and discrete systems. Model Predictive Control (MPC). Numerical applications in different fields: vibrations, energy, automotive, and aerospace.
