INVARIANT IMBEDDING AND THE REDUCTION OF TWO-POINT BOUNDARY VALUE PROBLEMS TO INITIAL VALUE PROBLEMS

DOI10.1073/pnas.46.12.1646zbMath0096.14501OpenAlexW2099796196WikidataQ36439473 ScholiaQ36439473MaRDI QIDQ3274586

Richard Bellman, G. Milton Wing, Robert E. Kalaba

Publication date: 1960

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.46.12.1646

zbMATH Keywords

applications of probability theory and statistics

Related Items (22)

On the diffuse reflection of parallel rays by an inhomogeneous flat layer as a limiting process ⋮ Some Recent Developments in Invariant Imbedding with Applications ⋮ Comparison theorems for differential equations ⋮ The work of Richard Bellman—I. optimization ⋮ Time-varying linear regression via flexible least squares ⋮ Forward-backward stochastic differential equations: initiation, development and beyond ⋮ Invariant imbedding in control, estimation, and system identification ⋮ A method of parameter differentiation applied to flow in porous annuli ⋮ Backward stochastic Volterra integral equations -- representation of adapted solutions ⋮ Comparison of some methods used for process identification ⋮ Two-point boundary-value problems and iteration ⋮ Derivation and validation of an initial-value method for certain nonlinear two-point boundary-value problems ⋮ Discrete invariant imbedding and elliptic boundary-value problems over irregular regions ⋮ Solution of a certain class of nonlinear two-point boundary value problems ⋮ Factorization of operators. II: A nonlinear Volterra method for numerical solution of linear Fredholm equations ⋮ Invariant imbedding, difference equations, and elliptic boundary value problems ⋮ Invariant imbedding of linear partial differential equations via generalized Riccati transformations ⋮ Initial value method for linear boundary value problems ⋮ Shooting and embedding for two-point boundary value problems ⋮ Imbedding of nonlinear integral equations ⋮ Invariant imbedding and transport theory: A unified approach ⋮ A note on initial-value formulations of elliptic boundary-value problems

This page was built for publication: INVARIANT IMBEDDING AND THE REDUCTION OF TWO-POINT BOUNDARY VALUE PROBLEMS TO INITIAL VALUE PROBLEMS