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):
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:
Subject Categories:
- Operations Research