An optimal control tutorial for beginners

A tutorial and sample code for solving optimal control problems with indirect methods.

This tutorial shows how to solve optimal control problems with functions shipped with MATLAB (namely, Symbolic Math Toolbox and bvp4c). Steepest descent method is also implemented to compare with bvp4c.
The examples are taken from some classic books on optimal control, which cover both free and fixed terminal time cases. The pitfalls and limitations of the methods (e.g., bvp4c) are stressed in the paper to help user to handle practical problems with more insights.