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Recursive Methods, Dynamic Programming, and Invariant Imbedding

Journal Article · · SIAM Review
DOI:https://doi.org/10.1137/1004092· OSTI ID:4722652
The recursion-like mathematical method of dynamic programming, which uses the so-called Principle of Optimality,'' is outlined, and the invariant imbedding techniques used in conjunction with this method are discussed. The method is applied to a multinomial problem, a neutron transport model, and problems in the calculus of variations.
Research Organization:
Sylvania Electronic Systems, Waltham, Mass.
Sponsoring Organization:
USDOE
NSA Number:
NSA-17-008705
OSTI ID:
4722652
Journal Information:
SIAM Review, Journal Name: SIAM Review Journal Issue: 4 Vol. 4; ISSN 0036-1445
Country of Publication:
Country unknown/Code not available
Language:
English

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