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A Course in Optimal Control and Optimal Transport Dongjun Wu dongjun.wu@control.lth.se August, 2023 i CONTENTS Contents 1 1 Dynamic Programming 5 1.1 Discrete time systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.1.1 Shortest path problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.1.2 Optimal control on finite horizon .