THE EQUIVALENCE OF SOME NECESSARY CONDITIONS FOR OPTIMAL CONTROL IN PROBLEMS WITH BOUNDED STATE VARIABLES,
Abstract
The problem of optimal control is considered as earlier studied separately by Gamkrelidze, Berkovitz, and Dreyfus --wherein a constraint is placed on the state variables. The three have studied the problem from different viewpoints: Gamkrelidze accounts for the constraint by modifying Pontryagin's maximum principle arguments; Berkovitz applies directly the classical theory developed for the problem of Bolza; and Dreyfus utilizes a dynamic programming approach. The results deduced by the latter approach, in some respects, appear to be unrelated to the Gamkrelidze and Berkovitz results, which are in agreement. It is demonstrated that the two sets of results are actually related. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1963
- Accession Number
- AD0421877
Entities
People
- Leonard D. Berkovitz
- Stuart E. Dreyfus
Organizations
- RAND Corporation