
Accession Number : AD0686726
Title : INVARIANT IMBEDDING AND OPTIMAL CONTROL THEORY,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Kalaba,R. ; Sridhar,R.
Report Date : MAR 1969
Pagination or Media Count : 19
Abstract : The paper gives a new derivation of an initialvalue problem whose solution furnishes the extremal arc of the optimal control problem. No use is made of the EulerLagrange equations, the transversality conditions, or the BellmanHamiltonJacobi theory. It is shown in a straightforward manner that the solution of the initial value problem satisfies the EulerLagrange equation and the transversality conditions. In addition, the numerical solution of the initialvalue problem often avoids the stability problems associated with the numerical solution of the boundaryvalue problem. (Author)
Descriptors : (*CONTROL SYSTEMS, NUMERICAL ANALYSIS), BOUNDARY VALUE PROBLEMS, OPTIMIZATION, PARTIAL DIFFERENTIAL EQUATIONS, CAUCHY PROBLEM
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE