Recursive Methods, Dynamic Programming, and Invariant Imbedding
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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