Cover: Dynamic programming and mean square deviation.

Dynamic programming and mean square deviation.

by Richard Ernest Bellman

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An application of the functional equation technique of dynamic programming to the treatment of some quadratic variational problems and linear equations. The author attempts (1) to determine the minimum value of the quadratic deviation <>, where f(x) is a given function of <>, a given sequence of real functions; (2) to minimize the quadratic form <> over all real <> , where <> and <> are given real sequences; and (3) to discuss the problem of solving the linear system Ax = b, under the assumption that A is positive definite.

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