Cover: Variational methods in problems of control and programming

Variational methods in problems of control and programming

Published 1961

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A paper which shows how a fairly general control problem, or programming problem, with constrints can be reduced to a special type of classical Bolza problem in the calculus of variations. Necessary conditions from the Bolza problem are translated into necessary conditions for optimal control. It is seen from these conditions that Pontryagin's maximum principle is a translation of the usual Weierstrass condition, and is applicable to a wider class of problems than that considreed by Pontryagin. The differentiability and continuity properties of the value of the control are estabilished under reasonable hypotheses on the synthesis, and it is shown that the value satisfies the Hamilton-Jacobi equation. As a consequence, a rigorous proof of a functional equation of Bellman is obtained that is valid for a much wider class of problems than hertofore considered. A sufficiency theorem for synthesis of control is also given.

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