Dynamic Programming and Optimal Trajectories for Quadratic Variational Processes.
Purchase Print Copy
|Add to Cart||Paperback18 pages||$20.00||$16.00 20% Web Discount|
Dynamic programming provides a standard tool for determining optimal feedback control policies for linear systems with quadratic measures of cost. The situation has been less satisfactory, however, with regard to optimal trajectories. A one-sweep initial-value method is presented in this study for determining both optimal policies and optimal trajectories. It is shown also that the solution of the Cauchy problem satisfies the Euler equation and the boundary conditions. 18 pp. Ref
This report is part of the RAND Corporation Research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented 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.
The RAND Corporation 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.