AN INVESTIGATION OF TWO SEMI-LINEAR PROBLEMS OF OPTIMUM CONTROL.
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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Two problems are presented which are linear on two adjacent intervals but not on their union. In the first problem, a condition is found on t1 and F which must be satisfied whenever xT is to be a maximum with yT fixed. In the second problem, conditions on F and t1 are found which must be satisfied for xT to be a maximum for a fixed yT and for a fixed xt sub 1. A numerical routine is developed which yields successive approximations to the maximum value of xT. The basic theory of the methods is presented, and the problems are developed in the context of optimum control.
- Theoretical Mathematics