MONOTONE CONVERGENCE IN DYNAMIC PROGRAMMING AND THE CALCULUS OF VARIATIONS
Abstract
In the present paper we show that the method of 'approximation in policy space,' developed in the theory of dynamic programming, yields monotone convergence in the calculus of variations.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 03, 1954
- Accession Number
- AD0604318
Entities
People
- Richard E. Bellman
Organizations
- RAND Corporation