Preface. Symbols and Notations. Generalized Gradients and Optimality. 1. Fundamentals of Convex Analysis. 2. Generalized Gradients. 3. The Ekeland Variational Principle. Optimal Control of Ordinary Differential Systems. 1. Formulation of the Problem and Existence. 2. The Maximum Principle. 3. Applications of the Maximum Principle. The Dynamic Programming Method. 1. The Dynamic Programming Equation. 2. Variational and Viscosity Solutions to the Equation of Dynamic Programming. 3. Constructive Approaches to Synthesis Problem Optimal Control of Parameter Distributed Systems. 1. General Description of Parameter Distributed Systems. 2. Optimal Convex Control Problems. 3. The HINFINITY-Control Problem. 4. Optimal Control of Nonlinear Parameter Distributed Systems. Subject Index.