Chapter 1. Introduction and overview.- Part I. Ordinary differential equations.- Chapter 2. Scalar linear ODE.- Chapter 3. Scalar non-linear ODE: the regular case.
- Chapter 4. Planar linear ODE.- Chapter 5. Planar non-linear ODE: the regular case.- Chapter 6. Piecewise smooth or continuous ODE.- Chapter 7. Singular ODE.
- Part II. Functional calculus and calculus of variations.- Chapter 8. Introduction to functional calculus.- Chapter 9. Introduction to calculus of variations.- Chapter 10. Introduction to optimal control: the maximum principle approach.
- Chapter 11. Introduction to the dynamic programming principle.- Chapter 12. Optimal control of ODE: extensions.- Part III. Partial differential equations.- Chapter 13. First-order PDE.
- Chapter 14. Optimal control of first order PDE.- Chapter 15. Scalar parabolic partial differential equations.- Chapter 16. Optimal control of parabolic partial differential equations.- Part IV. Stochastic differential equations.
- Chapter 17. Introduction to stochastic calculus and stochastic differential equations.- Chapter 18. Scalar linear stochastic differential equations.- Chapter 19. Stochastic optimal control.