Accession Number : AD0431866

Title :   DYNAMIC PROGRAMMING, INVARIANT IMBEDDING AND QUASILINEARIZATION. COMPARISONS AND INTERCONNECTIONS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Bellman,R. E. ; Kalaba,R. E.

Report Date : MAR 1964

Pagination or Media Count : 21

Abstract : A nonlinear two-point boundary value problem arising from a variational context is considered from several points of view. First a direct computational solution via quasilinearization is discussed. This method is quadratically convergent. Then the boundary value problem is converted into an initial value problem using dynamic programming and invariant imbedding. Some aspects of combining the methods in a single calculation are discussed. This gives rise to attractive predictor-corrector integration schemes. In addition, an alternative to the usual Hamilton-Jacobi integration theory for the integration of the Euler equation is given. (Author)

Descriptors :   (*ALGEBRA, PARTIAL DIFFERENTIAL EQUATIONS), (*OPTIMIZATION, PROGRAMMING (COMPUTERS), BOUNDARY VALUE PROBLEMS, COMPUTERS, CONTROL SYSTEMS, NUMERICAL ANALYSIS, OPERATIONS RESEARCH, NUMERICAL INTEGRATION, CELESTIAL MECHANICS, PERTURBATION THEORY, MATHEMATICAL PREDICTION, NUMERICAL METHODS AND PROCEDURES, CALCULUS OF VARIATIONS, NONLINEAR DIFFERENTIAL EQUATIONS, SEQUENCES(MATHEMATICS)

Distribution Statement : APPROVED FOR PUBLIC RELEASE