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