Interpolation and extrapolation schemes in dynamic programming
- 1 February 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 12 (1) , 97-99
- https://doi.org/10.1109/tac.1967.1098486
Abstract
Classical dynamic programming techniques for the solution of optimal control problems require excessive computer storage capacity. A recently published variation overcomes the problem at the expense of requiring occasional extrapolation along the time axis. The present paper suggests that extrapolation in state space may give higher accuracy. Numerical results are presented in confirmation.Keywords
This publication has 4 references indexed in Scilit:
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- Applied Dynamic ProgrammingPublished by Walter de Gruyter GmbH ,1962
- Adaptive Control ProcessesPublished by Walter de Gruyter GmbH ,1961
- `` Direct Search'' Solution of Numerical and Statistical ProblemsJournal of the ACM, 1961