ABSTRACT
This chapter shows that how flexible stage lengths can be used in iterative dynamic programming (IDP) and the improvements that can be obtained. The portion of the control policy after the maximum bound is not very important. This very low sensitivity of this part of the control policy makes accurate determination of the optimal control difficult. The chapter outlines the algorithm to incorporate the optimization of the stage lengths into IDP and considers the problem where the final time. The development of the algorithm for IDP to allow stages to be of varying length was done by B. Bojkov and R. Luus. The chapter also considers the stage lengths to constitute another control variable and the formulation is quite straightforward. The best way to gain insight about the choice of parameters in IDP is to examine some optimal control problems. The use of IDP with variable stage lengths and fixed final time was considered by Luus.
