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guidance, flight mechanics and trajectory optimization

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TABIE OF CONTENTS<br />

SECTION PAGE<br />

1.0<br />

2.0<br />

STATEMENT OF THE PROBLEM. . . . . . . . . . . . . . . . . . . 1<br />

STATE OF THE ART. . . . . . . . . . . . . . . . . . . . . . . 3<br />

2.1 Development of Dynamic Programming ..........<br />

2.2 Fundamental Concepts <strong>and</strong> Applications. ........<br />

2.2.1 Simple Multi-Stage Decision Problem. .....<br />

2.2.2 Simple Applications to Calculus of Variations.<br />

2.2.2.1 Shortest Distance Problem ......<br />

2.2.2.2 Variational Problem with a<br />

Movable Boundary. ..........<br />

2.2.2.3 Simple Guidance Problem .......<br />

2.2.3 Maximum Minimum Problem. ...........<br />

2.2.4 Equipment Replacement Problem. ........<br />

2.3 Computational Considerations .............<br />

2.3.1 Merits of Dynamic Programming over<br />

Conventional Analysis. ............<br />

2.3.1.1 Relative Extrema. ..........<br />

2.3.1.2 Constraints .............<br />

2.3.1.3 Continuity. .............<br />

2.3.2 Dynamic Programming versus Straightforward<br />

Combinational Search .............<br />

2.3.3 Difficulties Encountered in Dynamic<br />

Programming. .................<br />

2.3.3.1 Curse of Dimensionality .......<br />

2.3.3.2 Stability <strong>and</strong> Sensitivity ......<br />

2.4 Limiting Process in Dynamic Programming. .......<br />

2.4.1 Recursive Equation for the Problem of Lagrange<br />

2.4.2 Recursive Equation in Limiting Form. .....<br />

2.4.3 An Example Problem ..............<br />

2.4.4 Additional Properties of the Optimal Solution.<br />

2.4.5 Lagrange Problem with Variable End Points. ..<br />

2.4.6 N-Dimensional Lagrange Problem ........<br />

2.4.7 Discussion of the Problem of Lagrange. ....<br />

2.4.8 The Problem of Bolza .............<br />

2.4.9 Bellman Equation for the Bolza Problem ....<br />

2.4.10 Linear Problem with Quadratic Cost ......<br />

2.4.11 Dynamic Programming <strong>and</strong> the Pontryagin<br />

Maximum Principle. ..............<br />

2.4.12 Some Limitations on the Development of<br />

the Bellman Equation .............<br />

-v-<br />

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. 105

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