Lecture 1: Introduction
Lecture 2: Finite-Dimensional Unconstrained Optimization. Book Chapter 1.2.1
Lecture 3: Constrained Optimization. Book Chapter 1.2.2
Lecture 4: Metric Space and Completeness
Lecture 5: Preview of Infinite-Dimensional Optimization. Book Chapter 1.3
Lecture 6: Basic Calculus of Variations Problem. Book Chapter 2.2
Lecture 7: Euler-Lagrange Equation. Book Chapter 2.3
Lecture 8: Hamiltonian Formalism and Mechanics. Book Chapter 2.4
Lecture 9: Variational Problems with Constraints. Book Chapter 2.5
Lecture 10: Second-order Necessary Conditions for Weak Extrema. Book Chapter 2.6
Lecture 11: Second-order Sufficient Conditions for Weak Extrema. Book Chapter 2.6
Lecture 12: Necessary Conditions for Strong Extrema. Book Chapter 3.1
Lecture 13: Optimal Control Problem. Book Chapter 3.2 and 3.3
Lecture 14: Variational Approach to the Fixed-time, Free-endpoint Problem. Book Chapter 3.4
Lecture 15: Maximum Principle I. Book Chapter 4.1
Lecture 16: Maximum Principle II. Book Chapter 4.2
Lecture 17: Maximum Principle, Proof I. Book Chapter 4.2 and 4.3
Lecture 18: Maximum Principle, Proof II. Book Chapter 4.2 and 4.3
Lecture 19: Maximum Principle, Proof III. Book Chapter 4.2 and 4.3
Lecture 20: Time-optimal Control Problem. Book Chapter 4.4
Lecture 21: Bang-Bang Control for Double Integrator. Book Chapter 4.4.1
Lecture 22: Bang-Bang Control for Linear Systems. Book Chapter 4.4.2
Lecture 23: Lie Brackets and Bang-Bang Control for Nonlinear Systems. Book Chapter 4.4.3
Lecture 24: Dynamic Programming for Discrete-time Systems. Book Chapter 5.1
Lecture 25: Principle of Optimality and HJB Equation. Book Chapter 5.1
Lecture 26: HJB Equation, Part II. Book Chapter 5.2
Lecture 27: HJB Equation, Part III. Book Chapter 5.3
Lecture 28: LQR, Part I. Book Chapter 6.1
Lecture 29: LQR, Part II. Book Chapter 6.2