AN INITIAL-VALUE METHOD FOR THE SIMPLEST PROBLEM IN THE CALCULUS OF VARIATIONS

Abstract

The report describes a method for converting certain optimization problems in the calculus of variations into initial-value problems that can be solved effectively by analog or digital computers. No direct use of Euler equations or dynamic programming is involved. This provides a new conceptual framework for variational problems that has both computational and analytical advantages.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1968
Accession Number
AD0674584

Entities

People

  • R. Sridhar
  • Robert E. Kalaba

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Air Force
  • Boundary Value Problems
  • Calculus
  • Calculus Of Variations
  • Cauchy Problem
  • Control Theory
  • Differential Equations
  • Digital Computers
  • Dynamic Programming
  • Equations
  • Euler Equations
  • Integral Equations
  • Integrals
  • Partial Differential Equations
  • United States

Readers

  • Calculus or Mathematical Analysis
  • Systems Analysis and Design