Kok Lay Teo holds an emeritus position as John Curtin Distinguished Emeritus Professor, Curtin University, Australia; and Professor and Associate Dean (Research & International) in the School of Mathematical Sciences, Sunway University, Malaysia.Bin Li is a Professor in the School of Aeronautics and Astronautics, Sichuan University, China.Changjun Yu is an Associate Professor and the Vice Dean in the College of Sciences, Shanghai University, China.Volker Rehbock is an Adjunct Associate Professor in the School of Electrical Engineering, Computing and Mathematical Sciences, Curtin University, Australia.

• 1. Introduction.- 2. Unconstrained Optimization Techniques.- 3. Constrained Mathematical Programming.- 4. Optimization Problems Subject to Continuous Inequality Constraints.- 5. Discrete Time Optimal Control Problems.- 6. Elements of Optimal Control Theory.- 7. Gradient Formulae for Optimal Parameter Selection Problems.- 8. Control Parameterization for Canonical Optimal Control Problems.- 9. Optimal Control Problems with State and Control Constraints.-10. Time-Lag Optimal Control Problems.- 11. Feedback Control.-  12. On Some Special Classes of Stochastic Optimal Control Problems.- A.1. Elements of Mathematical Analysis.-  A.2 Global Optimization via Filled Function Approach. A.3. Elements of Probability Theory - References.

Kok Lay Teo holds an emeritus position as John Curtin Distinguished Emeritus Professor, Curtin University, Australia; and Professor and Associate Dean (Research & International) in the School of Mathematical Sciences, Sunway University, Malaysia.Bin Li is a Professor in the School of Aeronautics and Astronautics, Sichuan University, China.Changjun Yu is an Associate Professor and the Vice Dean in the College of Sciences, Shanghai University, China.Volker Rehbock is an Adjunct Associate Professor in the School of Electrical Engineering, Computing and Mathematical Sciences, Curtin University, Australia.

• 1. Introduction.- 2. Unconstrained Optimization Techniques.- 3. Constrained Mathematical Programming.- 4. Optimization Problems Subject to Continuous Inequality Constraints.- 5. Discrete Time Optimal Control Problems.- 6. Elements of Optimal Control Theory.- 7. Gradient Formulae for Optimal Parameter Selection Problems.- 8. Control Parameterization for Canonical Optimal Control Problems.- 9. Optimal Control Problems with State and Control Constraints.-10. Time-Lag Optimal Control Problems.- 11. Feedback Control.-  12. On Some Special Classes of Stochastic Optimal Control Problems.- A.1. Elements of Mathematical Analysis.-  A.2 Global Optimization via Filled Function Approach. A.3. Elements of Probability Theory - References.

Kok Lay Teo holds an emeritus position as John Curtin Distinguished Emeritus Professor, Curtin University, Australia; and Professor and Associate Dean (Research & International) in the School of Mathematical Sciences, Sunway University, Malaysia.Bin Li is a Professor in the School of Aeronautics and Astronautics, Sichuan University, China.Changjun Yu is an Associate Professor and the Vice Dean in the College of Sciences, Shanghai University, China.Volker Rehbock is an Adjunct Associate Professor in the School of Electrical Engineering, Computing and Mathematical Sciences, Curtin University, Australia.

• 1. Introduction.- 2. Unconstrained Optimization Techniques.- 3. Constrained Mathematical Programming.- 4. Optimization Problems Subject to Continuous Inequality Constraints.- 5. Discrete Time Optimal Control Problems.- 6. Elements of Optimal Control Theory.- 7. Gradient Formulae for Optimal Parameter Selection Problems.- 8. Control Parameterization for Canonical Optimal Control Problems.- 9. Optimal Control Problems with State and Control Constraints.-10. Time-Lag Optimal Control Problems.- 11. Feedback Control.-  12. On Some Special Classes of Stochastic Optimal Control Problems.- A.1. Elements of Mathematical Analysis.-  A.2 Global Optimization via Filled Function Approach. A.3. Elements of Probability Theory - References.