DYNAMIC PROGRAMMING AND PONTRYAGIN'S MAXIMUM PRINCIPLE
Abstract
Bellman's dynamic programming and Pontryagin's maximum principle are generally regarded as two alternative ways of solving the problem of op imum control of a nonlinear system. A multistage decision process is described and applied to an optimal trajectory. The maximum principle is derived when one tries to overcome certain practical difficulties in dynamic programming. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1961
- Accession Number
- AD0269565
Entities
People
- S.s.l. Chang
Organizations
- New York University