THEORY OF OPTIMUM DISCRETE TIME SERIES,
Abstract
Discrete time systems whose dynamics are represented by recursion relations in the form of finite difference equations are considered. In addition, the control vectors and state vectors may be subject to inequality constraints. The control vectors are to be determined so as to satisfy the constraints and obtain an optimum value for a given function of the control and state vectors. This report gives a maximum principle for this type of discrete problem, and shows its relationship to the Kuhn-Tucker conditions for a finite-dimensional optimization problem. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1965
- Accession Number
- AD0623751
Entities
People
- B. W. Jordan
- E. Polak
- H. Halkin
- J. B. Rosen