Dynamic optimization and applications

Dynamic optimization is a unified framework for studying strategies to control a dynamical system which optimize a criterion of best performance. It has emerged as a distinct field of research to address optimization problems arising in many applications, such as aerospace engineering, robotics, economics, machine learning, and other areas. The main purpose of this tutorial is to provide an overview of dynamic optimization theory, giving easy access to key concepts, results (centered on the maximum principle and the dynamic programming), and tools for studying dynamic optimization problems. We illustrate some traditional applications and present recent directions and emerging applications.