## Analytic and Computational Aspects of Dynamic Programming Processes of High DimensionJet Propulsion Laboratory, California Institute of Technology, 1959 - Programming (Mathematics) - 125 pages |

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### Contents

Introduction | 1 |

Preliminaries on Differential and Difference Equations | 14 |

Maximization of a Linear Criterion Function | 20 |

Copyright | |

4 other sections not shown

### Common terms and phrases

analytic applied approximation argument Ax(t Bellman Ref boundary condition boundedness constraint calculation components of x(T Consider the problem constraint of type control processes convergence criterion function defined difference equations difference-differential equation differential equation x'(t dimensional dynamic programming approach dynamic programming procedure eaTc Euler equation expression feasible computing functional equation given constant given in Sec initial condition initial value integral constraint interval involves IV-C IV-E Lagrange multiplier lemma maximizing 179 maximizing the functional maximizing x(T maximum mean value theorem Memorandum method minimizing function minimizing point Neyman-Pearson lemma nonlinear numerical obtained optimal policy parameters partial differential equations principle of optimality problem of maximizing procedure of Sec Proof quadratic form recursive replaced satisfy scalar sequences of functions solution of Eq solved stage symmetric technique terminal control problem terminal solution x(T theory of dynamic v,Dv variable variational vector function vector-matrix differential equation VI-C yields