Optimal Control Theory in Differential Equations
Abstract
Optimal control theory is a cornerstone of modern applied mathematics, providing systematic methods for determining control policies that optimize a given performance criterion in dynamic systems. When applied to systems governed by differential equations, optimal control theory enables the formulation and solution of problems ranging from engineering and economics to biology and physics. This article surveys the foundational concepts, mathematical formulations, analytical and numerical solution techniques, and key applications of optimal control theory in the context of differential equations.
How to Cite This Article
Andrey Kolmogorov, Benoît Mandelbrot, Alan Turing (2025). Optimal Control Theory in Differential Equations . International Journal of Applied Mathematics and Numerical Research (IJAMNR), 1(2), 09-11.