Accession Number : AD0623751

Title :   THEORY OF OPTIMUM DISCRETE TIME SERIES,

Descriptive Note : Technical summary rept.,

Corporate Author : MATHEMATICS RESEARCH CENTER UNIV OF WISCONSIN MADISON

Personal Author(s) : Halkin,H. ; Jordan,B. W. ; Polak,E. ; Rosen,J. B.

Report Date : SEP 1965

Pagination or Media Count : 28

Abstract : Discrete time systems whose dynamics are represented by recursion relations in the form of finite difference equations are considered. In addition, the control vectors and state vectors may be subject to inequality constraints. The control vectors are to be determined so as to satisfy the constraints and obtain an optimum value for a given function of the control and state vectors. This report gives a maximum principle for this type of discrete problem, and shows its relationship to the Kuhn-Tucker conditions for a finite-dimensional optimization problem. (Author)

Descriptors :   (*OPTIMIZATION, CONTROL SYSTEMS), DIFFERENCE EQUATIONS, VECTOR ANALYSIS, MATRICES(MATHEMATICS), TIME

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE