Accession Number : AD0674587

Title :   DYNAMIC PROGRAMMING AND OPTIMAL TRAJECTORIES FOR QUADRATIC VARIATIONAL PROCESSES,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Kalaba,R. E.

Report Date : AUG 1968

Pagination or Media Count : 16

Abstract : Dynamic programming provides a standard tool for determining optimal feedback control policies for linear systems with quadratic measures of cost. The situation has been less satisfactory, however, with regard to optimal trajectories. A one-sweep initial-value method is presented in this study for determining both optimal policies and optical trajectories. It is shown also that the solution of the Cauchy problem satisfies the Euler equation and the boundary conditions. (Author)

Descriptors :   (*GUIDANCE, CONTROL SYSTEMS), (*CONTROL SYSTEMS, *DYNAMIC PROGRAMMING), TRAJECTORIES, OPTIMIZATION, BOUNDARY VALUE PROBLEMS, DIFFERENTIAL EQUATIONS, CALCULUS OF VARIATIONS, FEEDBACK

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE