Cover: The Application of Dynamic Programming to a Linear Time-Varying System.

The Application of Dynamic Programming to a Linear Time-Varying System.

Published 1964

by F. T. Smith

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A discussion of dynamic programming applied to dynamical systems described by linear time-varying differential equations. Two mathematical formulations of the problem are explored, one based on defining a relative system state vector and the other on a combined system state vector. The Memorandum shows how the two expressions obtained for the optimal control vector are equivalent. The two approaches are discussed in terms of a satellite rendezvous problem, and formulas are derived for computing an approximate solution. 48 pp

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