DYNAMIC PROGRAMMING AND LAGRANGE MULTIPLIERS

Abstract

In this paper it is shown that a combination of the classical Lagrange multiplier formalism and the functional equation technique of dynamic programming enables a number of types of variational problems involving the computation and tabulation of functions of M variables to be treated by computing first sequences of functions of K variables, and then sequences of functions of M--K variables, where K may be chosen within the range 1 < or = K < or = M-1. The choice of K depends upon the process This reduction in the dimensionality of the functions involved is equivalent to an increase in the capability of modern digital computers as far as dynamic programming processes are concerned.

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Document Details

Document Type
Technical Report
Publication Date
May 21, 1956
Accession Number
AD0605044

Entities

People

  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Calculus
  • Calculus Of Variations
  • Computations
  • Computer Programming
  • Computers
  • Digital Computers
  • Dynamic Programming
  • Equations
  • Hard Copy
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)