Accession Number : AD0644592

Title :   CONTROL PROBLEMS WITH LINEAR DYNAMICS, QUADRATIC CRITERION, AND LINEAR TERMINAL CONSTRAINTS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Dreyfus,S. E.

Report Date : DEC 1966

Pagination or Media Count : 12

Abstract : The paper examines a linear optimal regulator problem for which admissible trajectories must terminate on a specified hyperplane. The usual treatment leads to computationally unsatisfactory conclusions involving differential equations whose terminal boundary values are unbounded. The paper remedies this condition by re-expressing the problem so that the solution depends on Lagrange multiplier parameters which are determined so that optimal trajectories intersect the specified terminal hyperplane. Computations based on this procedure involve only finite quantities. (Author)

Descriptors :   (*OPTIMIZATION, *CONTROL), DYNAMICS, POLYNOMIALS, DIFFERENTIAL EQUATIONS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE