ON THE DYNAMIC PROGRAMMING TREATMENT OF DISCRETE-TIME VARIATIONAL PROBLEMS,

Abstract

The study considers a modification of the usual continuous-time optimal control problem, in which a decision, chosen from a continuum of admissible decisions, is rendered at each of a discrete and finite set of points in time. Dynamic programming techniques are used to derive two necessary conditions for relative minimality of a trajectory under the rather strong assumption of sufficient smoothness of the optimal value function. Under certain convexity assumptions, a 'maximum principle' of Pontryagin type is also deduced, although, in general, there is no such principle for discrete problems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1966
Accession Number
AD0645106

Entities

People

  • S. E. Dreyfus

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Computing-Related Activities
  • Dynamic Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Trajectories

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Control Systems Engineering.
  • Linear Algebra