A GEOMETRIC DERIVATION OF TRANSVERSALITY AND CORNER CONDITIONS OF THE CALCULUS OF VARIATIONS VIA DYNAMIC PROGRAMMING,
Abstract
The report shows how certain well-known geometric facts concerning the gradient of a continuously differentiable function can be used, in conjunction with dynamic programming, to deduce transversality and corner conditions of the calculus of variations. The reader is assumed to be familiar with algebraic and geometric aspects of optimal control theory. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1966
- Accession Number
- AD0642405
Entities
People
- S. E. Dreyfus
Organizations
- RAND Corporation