- Page 1: NASA OI 0 0 P; U 4 cd 4 z . . _ -.
- Page 6 and 7: TABIE OF CONTENTS SECTION PAGE 1.0
- Page 8: 1.0 STATENI3JT OF THE PROBLEN This
- Page 11 and 12: The extension of Dynamic Programmin
- Page 13 and 14: The purpose of this monograph is to
- Page 15 and 16: "brute forcel' method (examining al
- Page 17 and 18: 2.2.1 Multi-Stage Decision Problem
- Page 19 and 20: The the The previous computations a
- Page 21 and 22: 2.2.2 Applications to the Calculus
- Page 23 and 24: where x is an n dimentional state v
- Page 25 and 26: In order to keep the problem manage
- Page 27 and 28: I (5, 6, 7) COST .._I 8.366 7.071 8
- Page 29 and 30: W,O,Z 6 401 / - + -- - / / c 0, 0)
- Page 31 and 32: The circle q-m is the classical sol
- Page 33 and 34: z I-M J J-M E, E-I E-J E-K E 'F-I F
- Page 36 and 37: Ii-- From this sketch, the followin
- Page 38 and 39: equations 2.2.13, 2.2.14, 2.2.10 an
- Page 40 and 41: As mentioned previously, the mass o
- Page 42 and 43: 2.2.3 Maximum - Minimum Problem In
- Page 44 and 45: o 12 3 4 5 6 7 8 910 f10 14 9 16 25
- Page 46 and 47: once again due to Dynamic Programmi
- Page 48 and 49: 2.2.4 auipment Replacement Problem
- Page 50 and 51: la - p=:-= -. _-. _ - . _ .- .~.. -
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AGE a 0 1 2 3 4 5 6 7 8 9 10 Fl (a)
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AGE I 9 ~ 10 F, ((~1 K R : R F, (a)
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2.3.1 MELTS 0~ mwac PR~ORAMMINO The
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I- savings offered by Dynamic Progr
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I. -. In order to give an appreciat
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x1=0,x2=0 x1 = 0, x2 = 1 xl =1,x,=0
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So far, the principle of optimality
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Initialize A = Ai for fii~ Initiali
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2.4 LIMITING PROCESS IN DYNAMIC PRO
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Using this notation, Eq. (2.4.3) ca
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Again, the problem under considerat
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The combined solution of (2.4.24) a
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thus, verifying that the solution i
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Collecting the results of this sect
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Alternately, for two neighboring po
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2.4.6 N-Dimensional Lagrange Proble
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conditions, wh?ich are essentially
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Substituting (2.4.70) into (2.4.68)
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efficient to develop the solution b
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where the final time tf may or may
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with the initial condition and the
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2.4.9 Bellman Equation for the Bolz
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To reduce (2.4.109) to a partial di
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I- Collecting the results of this s
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of the control vector u. Also, the
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Equation (2.4.131) governing the ev
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X@,rb) = where 7, is the 4 x 4(matr
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s(3) the boundary conditions on the
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But from (2.4.155B) it follows that
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must also hold. Let then From Eq. (
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(2.4.12) Some Limitations on the De
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Now if the Maximum Principle is use
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can be determined simply by integra
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The noise vector, 3 , which appears
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In order to proceed with the soluti
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(XrQ,%fU&&) 4t + o(bt) + R(x+bx, t+
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I - Performing the minimization ind
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Note that since there is no feedbac
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I ---. thus, substituting the expre
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It is interesting to compare the va
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Let Y tt) denote the observations t
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Then, substituting (2.5.66) into (2
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II while the optimal control takes
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e achieved by a partially observabl
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to satisfy an inequality condition
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(In what follows, the symbol 4 will
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The developments in the preceding p
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and the boundary conditions The opt
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subject to the state equations 1 =
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Since the quantity Q(-k+) is indepe
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Substituting this value for Z into
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The matrix A is to be selected so t
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Section 2.1 4.0 REFERENCES (2.1.1)
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Section 3.0 REFERENCES (3.1) McGill