Methods of dynamic programming in the theory of optimum controls

Autor: N.N. Moiseev
Rok vydání: 1965
Předmět:
Zdroj: USSR Computational Mathematics and Mathematical Physics. 5:58-75
ISSN: 0041-5553
DOI: 10.1016/0041-5553(65)90067-4
Popis: In Part I of this paper [1] some problems of the calculus of variations were considered, whose numerical solutions could be constructed by a special organisation of excess using a control scale. The method developed in Part I, however, enabled us to consider only a very narrow class of problems. For instance, our reasonings ceased to be valid if the object was to minimize the functional ∫ 0 T F(x, u)dt , where x is a vector which satisfies the differential equation x′ = ƒ(x, u) , where u is the control.
Databáze: OpenAIRE