DYNAMIC PROGRAMMING AND STOCHASTIC CONTROL PROCESSES

Abstract

It is shown how the functional equation technique of dynamic programming may be used to obtain a new computational and analytic approach to variational problems. The limited memory capacity of present-day digital computers limits the successful application of these techniques to first and second order systems at the moment, with limited application to higher order systems.

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Document Details

Document Type
Technical Report
Publication Date
Jan 27, 1958
Accession Number
AD0606259

Entities

People

  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Calculus Of Variations
  • Computer Programming
  • Computers
  • Control Systems
  • Difference Equations
  • Differential Equations
  • Digital Computers
  • Distribution Functions
  • Dynamic Programming
  • Equations
  • Integrals
  • Mathematical Models
  • Nonlinear Differential Equations
  • Probability
  • Random Variables
  • Scalar Functions
  • Stochastic Control

Readers

  • Computer Science.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Operations Research