Accession Number : AD0666566

Title :   NEW SECOND-ORDER AND FIRST-ORDER ALGORITHMS FOR DETERMINING OPTIMAL CONTROL: A DIFFERENTIAL DYNAMIC PROGRAMMING APPROACH.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s) : Jacobson,D. H.

Report Date : FEB 1968

Pagination or Media Count : 53

Abstract : The notion of Differential Dynamic Programming is used to develop new second-order and first-order successive approximation methods for determining optimal control. The unconstrained, non-linear control problem is first considered, and a second order algorithm is developed which has wider application than existing second-variation and second-order algorithms. A new first-order algorithm emerges as a special case of the second-order one. Control inequality constraints are introduced into the problem and a second-order algorithm is devised which is able to solve this constrained problem. It is believed that control constraints have not been handled, previously, in this way. Again, a first-order algorithm emerges as a special case. The usefulness of the second-order algorithms is illustrated by the computer solution of three control problems. The methods presented in this paper have been extended, by the author, to solve problems with terminal constraints and implicitly given final time. Details of these procedures are not given in this paper, but the relevant references are cited. (Author)

Descriptors :   (*CONTROL SYSTEMS, OPTIMIZATION), (*DYNAMIC PROGRAMMING, CONTROL SYSTEMS), NUMERICAL ANALYSIS, FLOW CHARTING, DIFFERENTIAL EQUATIONS, POWER SERIES, ALGORITHMS, THESES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE