“…With the advances of modern computers and the increasing emphasis on optimal design of large scale dynamical systems under scarce availability of resources, optimal control theory has become a useful tool for solving many engineering, industrial and management problems. For a brief selection, see [1,2,3,4,5,7,9,10,11,14,17,18,27,28,29,30,31,32,33,34,35,37,41,44,45,50,53,63,64,65,66]. The main theoretical tools for solving optimal control problems analytically are the famous Pontryagin's minimum principle [1,2,8,52] and the Hamilton-Jacobi-Bellman equation [4,59].…”