Advertisement

Dynamic Programming

  • Wendell Fleming
  • Raymond Rishel
Chapter
Part of the Applications of Mathematics book series (SMAP, volume 1)

Abstract

In Chap. II optimality problems were studied through differential properties of mappings into the space of controls. The method of Dynamic Programming takes a different approach. In Dynamic Programming a family of fixed initial point control problems is considered. The minimum value of the performance criterion is considered as a function of this initial point. This function is called the value function. Whenever the value function is differentiable it satisfies a first order partial differential equation called the partial differential equation of dynamic programming.

Keywords

Partial Differential Equation Dynamic Programming Feedback Control Terminal Time Order Partial Differential Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York Inc. 1975

Authors and Affiliations

  • Wendell Fleming
    • 1
  • Raymond Rishel
    • 2
  1. 1.Department of MathematicsBrown UniversityProvidenceUSA
  2. 2.Department of MathematicsUniversity of KentuckyLexingtonUSA

Personalised recommendations