I am working with problems that characterize the solutions with the Bolza problem and Hamiltonian systems. I think this belongs to the area of Optimal Control and calculus of variations. Need a good resource to learn about these topics. Any suggestions?
A reference for the Bolza Problem: https://www.encyclopediaofmath.org/index.php/Bolza_problem
Hamiltonian Systems: https://www.encyclopediaofmath.org/index.php/Hamiltonian_system
I found a book that seems pretty good. Will confirm quality once I use it a little.
"The Calculus of Variations" - Bruce van Brunt
Also recommended "Stochastic Differential Equations: An Introduction with Applications" - Bernt Oksendal