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 initial-value problem whose solution furnishes the extremal arc of the optimal control problem. No use is made of the Euler-Lagrange equations, the transversality conditions, or the Bellman-Hamilton-Jacobi theory. It is shown in a straightforward manner that the solution of the initial value problem satisfies the Euler-Lagrange equation and the transversality conditions. In addition, the numerical solution of the initial-value problem often avoids the stability problems associated with the numerical solution of the boundary-value 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