NUMERICAL SOLUTION OF FUNCTIONAL EQUATIONS BY MEANS OF LAPLACE TRANSFORM-VI: STOCHASTIC TIMEOPTIMAL CONTROL.
Abstract
The problem of transforming a given system from an initial state to a desired terminal state in the most efficient manner is a basic one in control theory, operations research, and routing in networks. This study deals with how to route so as to maximize the probability of arriving at the destination on time or earlier. The basic equations are derived via dynamic programming, and the principal computational tool is the numerical inversion of Laplace transforms. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1964
- Accession Number
- AD0600373
Entities
People
- J. Lockett
- Richard E. Bellman
- Robert E. Kalaba
Organizations
- RAND Corporation