AN INVESTIGATION OF TWO SEMI-LINEAR PROBLEMS OF OPTIMUM CONTROL.
Abstract
Two problems are presented which are linear on two adjacent intervals but not on their union. In the first problem, a condition is found on t(1) and F which must be satisfied whenever x(T) is to be a maximum with y(T) fixed. In the second problem, conditions on F and t(1) are found which must be satisfied for x(T) to be a maximum for a fixed y(T) and for a fixed x(t sub 1). A numerical routine is developed which yields successive approximations to the maximum value of x(T). The basic theory of the methods is presented, and the problems are developed in the context of optimum control.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1966
- Accession Number
- AD0489801
Entities
People
- William Joseph Kennedy Jr
Organizations
- Naval Postgraduate School