Accession Number:

AD0686726

Title:

INVARIANT IMBEDDING AND OPTIMAL CONTROL THEORY,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1969-03-01

Pagination or Media Count:

19.0

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

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE