Some New Techniques in the Dynamic-Programming Solution of Variational Problems.

by Richard Ernest Bellman

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An attempt to overcome some difficulties in solving a large class of variational problems in which the underlying equations and the criterion function are linear, although the restraints on the forcing functions may be nonlinear. It is indicated how the method of successive approximations may be combined with the techniques mentioned to reduce general variational problems, in which the equations and criterion function are nonlinear, to sequences of problems which can be solved numerically by sequences of functions of one variable.

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