ON SOME VARIATIONAL PROBLEMS OCCURRING IN THE THEORY OF DYNAMIC PROGRAMMING

Abstract

This paper presents some results of an investigation of a class of interesting and important variational problems involving the control of a physical system over a time interval. One large category of problems of this nature arises in connection with the maintenance of a dynamic system in or near a specified state at minimum cost. Another large category of problems, of economic and industrial origin, are those in which it is required to maximize the output of a system given a limited quantity of resources. Only one representative of this category will be discussed in this paper.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 01, 1953
Accession Number
AD0604206

Entities

People

  • Irving Glicksberg
  • Oliver Gross
  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Analytic Functions
  • Coefficients
  • Convex Sets
  • Difference Equations
  • Differential Equations
  • Dynamic Programming
  • Economic Systems
  • Equations
  • Game Theory
  • Hilbert Space
  • Integral Equations
  • Integrals
  • Intervals
  • Linear Differential Equations
  • Notation
  • Theorems
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Systems Analysis and Design