A Proposed Hybrid-Computer Method for Functional Optimization

To obtain successively improved control-variable functionsku(t), we propose to add a random perturbation δu(t) toku(t). A fast analog-computer run then solves the dynamical system equations and computes the given criterion function. If the latter has been improved, thenk+1u(t)=u(t)+δu(t) is stored digitally for the next iteration; otherwise 5u( t) is discarded and a new control pertubation is tried.