Accession Number : AD0755263

Title :   A Fixed Point Theorem from Dynamic Programming.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Eaves,B. Curtis

Report Date : JAN 1973

Pagination or Media Count : 28

Abstract : An algorithm is described for solving the fixed point problem y = (max delta) (P sub delta)y + (R sub delta) under new conditions. The algorithm resembles Lemke's complementary pivoting scheme for quadratic programming and bimatrix games, Howard's policy improvement scheme for dynamic programming, and Newton's method for solving systems of equations. (Author)

Descriptors :   (*DYNAMIC PROGRAMMING, THEOREMS), QUADRATIC PROGRAMMING, GAME THEORY, MATRICES(MATHEMATICS), ALGORITHMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE