Accession Number : AD0600373
Title : NUMERICAL SOLUTION OF FUNCTIONAL EQUATIONS BY MEANS OF LAPLACE TRANSFORM-VI: STOCHASTIC TIMEOPTIMAL CONTROL.
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Bellman,R. E. ; kalaba,R. E. ; Lockett,J.
Report Date : MAY 1964
Pagination or Media Count : 21
Abstract : The problem of transforming a given system from an initial state to a desired terminal state in the most efficient manner is a basic one in control theory, operations research, and routing in networks. This study deals with how to route so as to maximize the probability of arriving at the destination on time or earlier. The basic equations are derived via dynamic programming, and the principal computational tool is the numerical inversion of Laplace transforms. (Author)
Descriptors : (*EQUATIONS, NUMERICAL ANALYSIS), (*NUMERICAL ANALYSIS, INTEGRAL TRANSFORMS), *INTEGRAL TRANSFORMS, *STOCHASTIC PROCESSES, DYNAMIC PROGRAMMING, PROBABILITY, INTEGRALS, NONLINEAR DIFFERENTIAL EQUATIONS, OPTIMIZATION
Distribution Statement : APPROVED FOR PUBLIC RELEASE