On the dynamic programming treatment of discrete-time variational problems.

Stuart E. Dreyfus

ResearchPublished 1966

This study considers a modification of the usual continuous-time optimal control problem, in which a decision, chosen from a continuum of admissible decisions, is rendered at each of a discrete and finite set of points in time. Dynamic programming techniques are used to derive two necessary conditions for relative minimality of a trajectory under the rather strong assumption of sufficient smoothness of the optimal value function. Under certain convexity assumptions, a "maximum principle" of Pontryagin type is also deduced, although, in general, there is no such principle for discrete problems. 31 pp. Ref.

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  • Copyright: RAND Corporation
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  • Year: 1966
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Dreyfus, Stuart E., On the dynamic programming treatment of discrete-time variational problems. RAND Corporation, RM-5159-PR, 1966. As of September 23, 2024: https://www.rand.org/pubs/research_memoranda/RM5159.html
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Dreyfus, Stuart E., On the dynamic programming treatment of discrete-time variational problems. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/research_memoranda/RM5159.html. Also available in print form.
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