Principles of Optimal Control
MIT OpenCourseWare offers this graduate-level course from the Department of Aeronautics and Astronautics covering optimization and optimal control theory. Topics include deterministic and stochastic problems for discrete and continuous-time systems, numerical search algorithms, model predictive control, dynamic programming, variational calculus, and Pontryagin's maximum principle. The course works through many worked examples and applications rather than staying purely abstract. Materials include lecture notes, assignments, and exams typical of MIT OCW offerings, freely available with no enrollment fee since the site publishes course materials rather than running a paid platform. Suited to students with a background in engineering mathematics who want a rigorous treatment of control theory used in aerospace, robotics, and systems engineering.