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

DOI10.1073/PNAS.46.12.1646MaRDI QIDQ3274586zbMATH OpenOpenAlexWikidataFDO

Authors Richard Bellman, R. E. Kalaba, G. Milton Wing

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

Cited in

(23)

• Comparison theorems for differential equations
• Time-varying linear regression via flexible least squares
• 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
• A note on initial-value formulations of elliptic boundary-value problems
• On the diffuse reflection of parallel rays by an inhomogeneous flat layer as a limiting process
• The work of Richard Bellman—I. optimization
• Some Recent Developments in Invariant Imbedding with Applications
• Forward-backward stochastic differential equations: initiation, development and beyond
• Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients
• Invariant imbedding and transport theory: A unified approach

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