FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING: II: NONLINEAR DIFFERENTIAL EQUATIONS
Abstract
The study of dynamic programming processes of continuous type gives rise to functional equations of the form dx/dt = Max/q f (x,t;q). In this paper we present a summary of some basic results concerning the existence and uniqueness of solutions of this equation. Detailed results will appear subsequently.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 05, 1955
- Accession Number
- AD0604705
Entities
People
- Richard E. Bellman
Organizations
- RAND Corporation