Invariant imbedding and the numerical integration of boundary-value problems for unstable linear systems of ordinary differential equations

From MaRDI portal
Publication:5527448


DOI10.1145/363067.363106zbMath0148.39205MaRDI QIDQ5527448

Robert E. Kalaba, Harriet H. Kagiwada, Richard Bellman

Publication date: 1967

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/363067.363106


65L10: Numerical solution of boundary value problems involving ordinary differential equations


Related Items

An efficient storage scheme for optimal feedback synthesis using invariant imbedding†, A method for integration of unstable systems of ordinary differential equation subject to two-point boundary conditions, A comparative study of invariant imbedding and superposition, Richard Bellman's contributions to computer science, An extension of the special factorization with applications to Wiener- Hopf equations, Multidimensional Kagiwada-Kalaba method of invariant imbedding with general linear implicit boundary conditions, Direct use of the fundamental matrix in two-point boundary value problems, Reduction and the Kagiwada-Kalaba method of invariant imbedding, A numerical analysis of two point boundary value problem algorithms, Invariant imbedding and multiple shooting for the solution of unstable linear boundary value problems, Invariant imbedding in control, estimation, and system identification, A dynamic programming approach to the formulation and solution of finite element equations, A comparison of several invariant imbedding algorithms for the solution of two-point boundary-value problems, Reduction of linear two-point boundary value problems with non-separable boundary conditions to Cauchy systems, Invariant imbedding and the solution of finite element equations, Verification of the invariant imbedding method for certain Fredholm integral equations, On the comparison of two methods of off-line parameter identification, Optimal trajectories for quadratic variational processes via invariant imbedding, Invariant imbedding and optimal control theory, Derivation and validation of an initial-value method for certain nonlinear two-point boundary-value problems, Exact solution of Pontryagin's equations of optimal control. I, Cauchy and Fredholm methods for Euler equations, Invariant imbedding and the calculation of internal values, A one-sweep numerical method for vector-matrix difference equations with two-point boundary conditions, A method of characteristics and invariant imbedding for distributed control problems, The relationship between two variants of invariant imbedding, Dynamic programming and optimal trajectories for quadratic variational processes, Internal values in particle transport by the method of invariant imbedding, Factorization of operators III: initial value methods for linear two- point boundary value problems, Initial-value problems in potential theory, A useful device for certain boundary-value problems