A geometric derivation of transversality and corner conditions of the calculus of variations via dynamic programming
ResearchPublished 1966
ResearchPublished 1966
Shows how certain well-known geometric facts concerning the gradient of a continuously differentiable function can be used, in conjunction with dynamic programming, to deduce transversality and corner conditions of the calculus of variations. The reader is assumed to be familiar with algebraic and geometric aspects of optimal control theory. (See also P-3289.) 19 pp. Ref.
This publication is part of the RAND research memorandum series. The research memorandum series, a product of RAND from 1948 to 1973, included working papers meant to report current results of RAND research to appropriate audiences.
This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit www.rand.org/pubs/permissions.
RAND is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.