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Table of Contents
1 Overview. Part I Mathematical Programming.
2 Linear Programming
3 Nonlinear programming
4 Numerical approximation
Part II Variational problems
5 Basic theory for variational problems 6 Numerical approximation of variational problems
Part III Optimal Control
7 Basic facts about optimal control . 8 Numerical approximation of basic optimal control problems, and dynamic programming. Part IV Appendix
9 Hints and solutions to exercises. .
2 Linear Programming
3 Nonlinear programming
4 Numerical approximation
Part II Variational problems
5 Basic theory for variational problems 6 Numerical approximation of variational problems
Part III Optimal Control
7 Basic facts about optimal control . 8 Numerical approximation of basic optimal control problems, and dynamic programming. Part IV Appendix
9 Hints and solutions to exercises. .