Accession Number:

AD0645106

Title:

ON THE DYNAMIC PROGRAMMING TREATMENT OF DISCRETE-TIME VARIATIONAL PROBLEMS,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

• Dreyfus,S. E.

Report Date:

1966-12-01

Pagination or Media Count:

31.0

Abstract:

The study considers a modification of the usual continuous-time optimal control problem, in which a decision, chosen from a continuum of admissible decisions, is rendered at each of a discrete and finite set of points in time. Dynamic programming techniques are used to derive two necessary conditions for relative minimality of a trajectory under the rather strong assumption of sufficient smoothness of the optimal value function. Under certain convexity assumptions, a maximum principle of Pontryagin type is also deduced, although, in general, there is no such principle for discrete problems. Author

Descriptors:

• (*DYNAMIC PROGRAMMING
• *CONTROL)
• (*CALCULUS OF VARIATIONS
• CONTROL)
• OPTIMIZATION
• TIME
• DIFFERENCE EQUATIONS

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE