Accession Number : AD0645106

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

Corporate Author : RAND CORP SANTA MONICA CALIF

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

Report Date : DEC 1966

Pagination or Media Count : 31

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