ON A CLASS OF VARIATIONAL PROBLEMS

Abstract

The problem of determining the minimum of a functional is treated using the functional equation technique of the theory of dynamic programming. The problem is reduced to the solution of a system of ordinary differential equations satisfying one-point boundary conditions. The discrete case, corresponding to the minimization of a class of quadratic forms, is also treated by the same general method. A particular problem of this type arises in the treatment of the optimal inventory problem by Holt, Simon, and Modigliani.

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Document Details

Document Type
Technical Report
Publication Date
Aug 03, 1955
Accession Number
AD0604924

Entities

People

  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Boundary Value Problems
  • Calculus
  • Calculus Of Variations
  • Differential Equations
  • Dynamic Programming
  • Eigenvalues
  • Equations
  • Hard Copy
  • Linear Differential Equations
  • Partial Differential Equations
  • Random Variables
  • Sequences
  • Standards

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Artificial Intelligence