Accession Number : AD0602408
Title : DYNAMIC PROGRAMMING AND ILL-CONDITIONED LINEAR SYSTEMS II,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Bellman,R. ; Kalaba,R. ; Lockett,J.
Report Date : JUL 1964
Pagination or Media Count : 21
Abstract : The aim of this memorandum was to show how an illconditioned linear system Ax = y, can be solved. Realizing that there exists a certain degree of smoothness in the solution, and attempt was made to determine x by minimizing, for appropriate values of lambda, the form (ax-y, ax-y) + lambda D sub N (x). This was done in a sequential fashion, using dynamic programming, so that no matrix inversions were required.
Descriptors : (*DYNAMIC PROGRAMMING, LINEAR PROGRAMMING), (*LINEAR PROGRAMMING, DYNAMIC PROGRAMMING), OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING, SEQUENCES(MATHEMATICS), FUNCTIONS(MATHEMATICS), EQUATIONS, COMPLEX VARIABLES, MATRICES(MATHEMATICS), CALCULUS OF VARIATIONS
Distribution Statement : APPROVED FOR PUBLIC RELEASE