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DYNAMIC PROGRAMMING AND PONTRYAGIN'S MAXIMUM PRINCIPLE

CHANG,S.S.L.

Abstract

Bellman's dynamic programming and Pontryagin's maximum principle are generally regarded as two alternative ways of solving the problem of op imum control of a nonlinear system. A multistage decision process is described and applied to an optimal trajectory. The maximum principle is derived when one tries to overcome certain practical difficulties in dynamic programming. (Author)

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Available abstract

Key concepts: Pontryagin's minimum principle, Dynamic programming, Maximum principle, Optimal control, Mathematical optimization, Mathematics, Process (computing), Trajectory