INVARIANT IMBEDDING AND OPTIMAL CONTROL THEORY,
Abstract
The paper gives a new derivation of an initial-value problem whose solution furnishes the extremal arc of the optimal control problem. No use is made of the Euler-Lagrange equations, the transversality conditions, or the Bellman-Hamilton-Jacobi theory. It is shown in a straightforward manner that the solution of the initial value problem satisfies the Euler-Lagrange equation and the transversality conditions. In addition, the numerical solution of the initial-value problem often avoids the stability problems associated with the numerical solution of the boundary-value problem. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1969
- Accession Number
- AD0686726
Entities
People
- R. Sridhar
- Robert E. Kalaba
Organizations
- RAND Corporation