DIFFERENTIAL EQUATIONS
"Elementary Differential Equations with Boundary Value Problems", Edwards and Penney, sixth edition, Pearson, 2009.
Chapter 1, First-order equations - Sections 1-6
Chapter 2, Linear equations of higher order - Sections 1-5
Chapter 5, Linear systems - Sections 1-4 and 6-8
Chapter 7, Nonlinear systems - Sections 1-3
CALCULUS OF VARIATIONS AND OPTIMAL CONTROL THEORY
"Optimal control theory with economic applications", Seierstad and Sydsæter, North-Holland, 1987.
Chapter 1, Calculus of variations – Sections 1,2,4,5,6
(Sec 1: Problem definition, Sec 2: Euler equation, Sec 4: Special cases, Sec 5: Types of terminal conditions, Sec 6: Sufficient conditions)
Chapter 2, Optimal control theory – Sections 1,2,3,4,5,6
(Secs 1,2: Problem definition, Sec 3: Pontryagin maximum principle, Sec 4: Several states and controls, Sec 5: Connection to calculus of variations, Sec 6: Mangasarian and Arrow sufficiency theorems)