Dynamic programming and the Jacobi condition of the calculus of variations

Stuart E. Dreyfus

ResearchPublished 1963

An examination of the assumption that a discrete version of an optimization problem approaches the continuous statement as the increment in the independent variable approaches zero. A condition that must be satisfied if the passage to the limit is to be valid is discovered and shown to be equivalent to the Jacobi necessary condition of the classical theory. This exploration yields a new form of the Jacobi condition, which provides a rule for adjusting the optimal solution to take into account slightly perturbed initial conditions. 18 pp.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1963
  • Print Format: Paperback
  • Paperback Pages: 18
  • Paperback Price: $20.00
  • Document Number: RM-3714-PR

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RAND Style Manual
Dreyfus, Stuart E., Dynamic programming and the Jacobi condition of the calculus of variations, RAND Corporation, RM-3714-PR, 1963. As of September 24, 2024: https://www.rand.org/pubs/research_memoranda/RM3714.html
Chicago Manual of Style
Dreyfus, Stuart E., Dynamic programming and the Jacobi condition of the calculus of variations. Santa Monica, CA: RAND Corporation, 1963. https://www.rand.org/pubs/research_memoranda/RM3714.html. Also available in print form.
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