INITIAL-VALUE METHODS IN OPTIMAL CONTROL THEORY,

Abstract

A new approach to constrained variational problems is presented in which the variational problem is converted directly into a Cauchy problem, with no use made of Euler equations or dynamic programming techniques. Frequently the initial-value problem is stable, in contrast to the numerically unstable boundary-value problem for the Euler equations. Results are applicable in guidance and control studies and in those branches of mathematical physics described by variational principles. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1968
Accession Number
AD0675160

Entities

People

  • R. Sridhar
  • Robert E. Kalaba

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Boundary Value Problems
  • Cauchy Problem
  • Computer Programming
  • Contrast
  • Control Theory
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Euler Equations
  • Guidance
  • Mathematics
  • Variational Principles

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis