You need to read some basic control theory, you can grab from popular book by Katsuhito Ogata, Modern Control Engineering 3rd ed, one of its chapter (last chapter) also discusses about optimal control. You can find many books which focus on optimal control: ex : Optimal control : linear quadratic methods by Brian D. O. et al, Robust control design : an optimal control approach by Feng Lin, etc

thank Edi Kurniawan

One of the most useful books for beginners is "Optimal control-An Introduction by D. Kirk

Very thank all of you

I agree with Rami that Kirk is a good start.

I also think Kirk is a good book for start.

But other good books for this area are:

2. Linear Optimal Control: H2 and H∞ Methods

Jeffrey B. Burl; Prentice Hal, 1999

3. Linear Optimal Control Systems

H. Kwakernaak and R. Sivan; Wiley, 1972

4.Optimal Control: Linear Quadratic Methods

B.D.O. Anderson and J.B. Moor; Prentice-Hall, 1990

5.Optimal Control: An Introduction to the Theory and Its Applications

M. Athans and P.L. Falb, Dover,1966 (Reprint 2006)

6. Applied optimal control: Optimization, Estimation and Control

A.E. Bryson and Yu-Chi Ho, Taylor & Francis, 1975

7. Optimal Control

F.L. Lewis and V.L. Syrmos, Wiley-IEEE, 1995

Definitely the one by Kirk is a good start. For general control textbooks for chemical engineers, I would recommend the one by Dale E. Seborg - Process Dynamics and Control. It is quite comprehensive I think. If you are looking for books on Model Predictive Control, I highly recommend the one by JA Rossiter. At least I was able to code the entire GPC algorithm using his book.

http://en.wikipedia.org/wiki/Optimal_control

http://homes.cs.washington.edu/~todorov/papers/optimality_chapter.pdf

HI.THANKS FOR ANSWER

The book suggested by Rami Maher is the best book that gives the mathematical foundations of Optimal Control. You will be guided to see the derivation of the optimal controller in a very neat way.

There are many books on Robust Control theory but however not as good as the one by D. Kiirk. The books by Kemin Zhou is great reference but does not show all bits and pieces how they are assembled together to constitute the H-inf control law.

If any one knows a similar book on the mathematical foundations of the Robust Control Theory, please post it.

Dear Poom Jatunitanon ;

A good reference is the recent book Calculus of Variations and Optimal Control Theory: A Concise Introduction by Daniel Liberzon

Optimal Control Theory: An Introduction is an older, somewhat more engineering-oriented book, reprinted by Dover Books.

Best regards

T. Bauer, J.T. Betts, W. Hallman, W.P. Huffman, K. Zondervan, Solving the optimal control problem using a nonlinear programming technique, Parts I and II, 1984.

A.E. Bryson Jr.Optimal control – 1950 to 1985

IEEE Control Systems (1996),