DYNAMIC PROGRAMMING AND OPTIMAL TRAJECTORIES FOR QUADRATIC VARIATIONAL PROCESSES,

Abstract

Dynamic programming provides a standard tool for determining optimal feedback control policies for linear systems with quadratic measures of cost. The situation has been less satisfactory, however, with regard to optimal trajectories. A one-sweep initial-value method is presented in this study for determining both optimal policies and optical trajectories. It is shown also that the solution of the Cauchy problem satisfies the Euler equation and the boundary conditions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1968
Accession Number
AD0674587

Entities

People

  • Robert E. Kalaba

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Cauchy Problem
  • Computer Programming
  • Dynamic Programming
  • Equations
  • Euler Equations
  • Feedback
  • Linear Systems
  • Mathematics
  • Standards
  • Trajectories

Readers

  • Calculus or Mathematical Analysis
  • Operations Research