This chapter introduces the fundamental concepts of optimal control. Beginning with a functional and its domain of associated functions, we learn about the need for them to be in linear or vector spaces and be quantified based on size measures or norms. With this background, we establish the differential of a functional and relax its definition to variation in order to include a broad spectrum of functionals. A number of examples are presented to illustrate how to obtain the variation of an objective functional in an optimal control problem.
2.1 From Function to Functional
Let us understand the concept of a functional in the light of what we already know about a function. A function associates a function ...