An application of the functional equation approach of dynamic programming to deterministic, stochastic, and adaptive control processes. The paper assumes that feedback control processes are multistage decision processes and that problems in the calculus of variations are continuous decision problems. Emphasis is on the development of methods well suited for high-speed digital computation.
Bellman, Richard Ernest and Robert E. Kalaba, Dynamic Programming and Feedback Control. Santa Monica, CA: RAND Corporation, 1959. https://www.rand.org/pubs/papers/P1778.html. Also available in print form.
Bellman, Richard Ernest and Robert E. Kalaba, Dynamic Programming and Feedback Control, Santa Monica, Calif.: RAND Corporation, P-1778, 1959. As of October 06, 2021: https://www.rand.org/pubs/papers/P1778.html