DYNAMIC PROGRAMMING AND THE COMPUTATIONAL SOLUTION OF FEEDBACK DESIGN CONTROL PROBLEMS
Abstract
This paper indicates how a class of control processes requiring multi-dimensional sequences of functions when treated by the direct methods of dynamic programming can, by means of a transformation familiar to the theory of linear functional equations of differential, difference, or differential- difference type, be reduced to problems involving sequences of functions of one variable in a number of cases, and sequences of functions of two variables in others. These results open the door to a systematic study of nonlinear control processes, with or without time-lags and other types of hereditary behavior, by way of the method of successive approximations.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 15, 1957
- Accession Number
- AD0606525
Entities
People
- Richard E. Bellman
Organizations
- RAND Corporation