DYNAMIC PROGRAMMING AND A NEW FORMALISM IN THE CALCULUS OF VARIATIONS
From MaRDI portal
Publication:5831540
DOI10.1073/pnas.40.4.231zbMath0058.36303OpenAlexW2116556878WikidataQ24560049 ScholiaQ24560049MaRDI QIDQ5831540
Publication date: 1954
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.40.4.231
Related Items
Optimal life-insurance selection and purchase within a market of several life-insurance providers, A partial history of the early development of continuous-time nonlinear stochastic systems theory, Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time, Dynamic programming for semi-Markov modulated SDEs, A survey of numerical solutions for stochastic control problems: some recent progress, Dynamic programming for a Markov-switching jump-diffusion, Optimal social welfare policy within financial and life insurance markets, Dimension reduction based adaptive dynamic programming for optimal control of discrete-time nonlinear control-affine systems, Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance, SO(8) supergravity and the magic of machine learning, Some Functional Equations in the Theory of Dynamic Programming. I. Functions of Points and Point Transformations, Sampled-data control of Lur'e systems, Functional equations in the theory of dynamic programming. III, The theory of dynamic programming, Eigenvalues and Functional Equations, Tangent Bundle Curve Completion with Locally Connected Parallel Networks, Optimal robust state-feedback control of nonlinear systems: minimal time to target, The maximum principle, Bellman's equation, and Carathéodory's work, Reviewing the geometric Hamilton–Jacobi theory concerning Jacobi and Leibniz identities