Dynamic Programming, Invariant Imbedding and Two-Point Boundary Value Problems

Richard Ernest Bellman

Expert InsightsPublished 1959

A discussion of how certain uniform techniques based on functional equations can be used to provide new analytic approaches to questions involving ordinary and partial differential equations with conditions at various points or at several boundaries. Computational algorithms are presented which are far better adapted to modern-day computers than those of classical analysis. The paper attempts to replace multi-point boundary value problems by initial value problems.

Document Details

  • Availability: Web Only
  • Year: 1959
  • Pages: 32
  • Document Number: P-1613

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Bellman, Richard Ernest, Dynamic Programming, Invariant Imbedding and Two-Point Boundary Value Problems. Santa Monica, CA: RAND Corporation, 1959. https://www.rand.org/pubs/papers/P1613.html.
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