Iterative computation procedures for an optimum control problem

The control problem treated here may be stated as follows: Given and an initial condition find a control function such that for and such that the inner product is a minimum. A theoretical basis for describing iterative procedures used for computing the solution to this problem is developed. A new computational procedure which does not require storing the control function from one iteration to the next is specified. The hybrid computer mechanization of this procedure is described and analog computer results illustrating the practicality of the method are presented.