- Page 1 and 2: NASA OI 0 0 P; U 4 cd 4 z . . _ -.
- Page 4: c FOREWORD This report was prepared
- Page 7 and 8: SECTION PAGE 2.5 Dynamic Programmin
- Page 10 and 11: 2.0 STATE OF THE ART 2.1 Developmen
- Page 12 and 13: There are several ways to accomplis
- Page 14 and 15: 2.2 Fundamental Concepts and Applic
- Page 16 and 17: II. Although the previous problem w
- Page 18 and 19: I,. Citg B. C optimum cost Path for
- Page 20 and 21: The optimum path can be found by st
- Page 22 and 23: The integral in Equation 2.2.1 can
- Page 24 and 25: 2.2.2.1 Shortest Distance Between T
- Page 26 and 27: The cost of the allowable transitio
- Page 28 and 29: In a,completely analogous manner th
- Page 30 and 31: 2.2.2.2 Variational Problem with Mo
- Page 34: 2.2.2.3 Simple Guidance Problem As
- Page 37 and 38: This process continues in the same
- Page 39 and 40: The algorithm for solving this prob
- Page 41 and 42: The reader, no doubt, has a reasona
- Page 43 and 44: are applied to Min (fl), the range
- Page 45 and 46: Note that each diagonal corresponds
- Page 47 and 48: The value of X can be found by empl
- Page 49 and 50: The initial condition is: K.&P : P(
- Page 51 and 52: it is seen that (for a two stage pr
- Page 53 and 54: The optimal policy can now be found
- Page 55 and 56: 2.3 COMPUTATIONAL CONSIDERATIONS So
- Page 57 and 58: If classical techniques were to be
- Page 59 and 60: 2.3.3.1 The Curse of Dimensionalitv
- Page 61 and 62: Next, fl is evaluated for all allow
- Page 63 and 64: % Xl + 5 = 2 (A2 = 2) 5+X2=3 (A2=3.
- Page 65 and 66: that minimizes f. This interchange
- Page 67 and 68: 2.3.3.2 Stability and Sensitivity I
- Page 69 and 70: Let the lower limit of integration
- Page 71 and 72: But (2.4.10) since the function on
- Page 73 and 74: Now,. noting that the second MIN op
- Page 75 and 76: where v 'is determined from and wit
- Page 77 and 78: NOW, combining these two expression
- Page 79 and 80: The situation is pictured to the ri
- Page 81 and 82: Hence, the boundary condition OAI f
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The boundary condition to be satisf
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2.4.7. Discussion of the Probltsi o
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characteristics associated with Eqs
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2.4.8 The Problem of Bolza The prec
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The initial position, velocity and
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where I is the moment of inertia, F
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or, as . -... .-. . .._-_--- to ind
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Since R(t, x(t) ) is the minimum va
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2.4.10 Ljnear Problem with Quadrati
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where S(t) is some n x n symmetric
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The governing equations for the att
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y 2.4.11 Dynamic Programming and th
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M Since 3t does not depend on u exp
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with The P vector for the system is
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where With the control known as a f
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with and with the boundary conditio
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2.5 DYNAMIC PROGRAMMING AND THE OPT
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2.5.2 Problem Statement Let the sys
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Now, introducing the variables qs2,
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Thus, the performance index takes t
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#R where tr denotes the trace of th
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The minimum value of the performanc
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variance characterizing Ilt) can be
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The solution takes the form with s
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Since V is positive definite for f
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where the first the second with exp
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Taking the limit and using the expr
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Since V is positive definite for t
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2.5.3 The Treatment of Terminal Con
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F while Equation (2.5.87B) requires
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._ __. ..- . . - which will equal t
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is determined. Let p(z,t') be given
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of the p and $ equations (i.e., Eqs
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(2.5.I.21) Thus, the control is to
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Note, as in.Section (2.5.2.3), the
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.6 t -(h.(S~tj~fitr~f-‘~~~~n~) =
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3.0 RECOMMENDED PROCEDURES - ._ .-_
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4 Section 2.5 (2.5.1) (2.5.2) (2.5.