6) over the sequence of the forcing vector, the dynamic programming method and Bellman principle of optimality are applied.
Bellman principle of optimality which makes the identified results only be relevant to the responses of current and adjacent moments measured results, and irrelevant to the past responses and inverse results.
The mathematical formulation of the optimization problem here demands that the problem in equations (1-2) be reformulated using Pontryagin's Minimum Principle (PMP) and the principle of optimality of Hamilton, Jacobi and Bellman (HJB).
The second principle under the indirect approach is the Hamilton Jacobi-Bellman (HJB) formulation that transforms the problem of optimizing the cost functional [PHI] in (2) into the resolution of a partial differential equation by utilizing the principle of optimality in equation (11) (Bryson and Ho, 1975; Kirk, 1970).
Moreover, the principle of optimality
is self-explanatory: it is for the best that everything should be for the best (p.
It is, rather, the principle of optimality
reflected in the second premise that is self-explanatory--the fact that the best possible order exists.