Dynamic Programming And Pontryagin S Maximum Principle
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Dynamic Programming and Pontryagin's Maximum Principle
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).