DYNAMIC PROGRAMMING AND LINEAR PREDICTION THEORY,

Abstract

The application is considered of the theory of dynamic programming to a discrete form of the linear prediction problem, that of minimizing over u sub k a given quadratic form.

Document Details

Document Type
Technical Report
Publication Date
May 16, 1961
Accession Number
AD0627203

Entities

People

  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Computing-Related Activities
  • Dynamic Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Operations Research