Dynamic Programming with Continuous Independent Variable

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Department of Electrical Engineering, Stanford University., 1964 - Programming (Mathematics) - 94 pages
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In this study a computational procedure for solving optimal control problems, called dynamic programming with continuous independent variable, has been developed. The new procedure, is based on iterative application of Bellman's principle of optimality. It differs from the conventional method in the choice of the time interval over which a given control is applied. Instead of using a fixed interval, the new procedure determines the time interval as the minimum time required for at least one of the state variables to change by one increment. Specialized computations near the boundaries of the block permit the optimal trajectories any desired degree of freedom in passing from block to block. This technique has been applied in a computer program which calculates minimum fuel trajectories for supersonic (Mach 3) aircraft under a variety of conditions and constraints. Computation of the optimal bounded control of linear plants has been studied in detail. (Author).

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Concept of Continuous Independent Variable
Procedure without Complete Control

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