Dynamic programming, invariant imbedding and quasilinearization: comparisons and interconnections

Richard Ernest Bellman, Robert E. Kalaba

ResearchPublished 1964

A consideration, from several points of view, of a nonlinear two-point boundary value problem arising from a variational context. First a direct computational solution via quasilinearization is discussed. This method is quadratically convergent. Then the boundary value problem is converted into an initial value problem using dynamic programming and invariant imbedding. Some aspects of combining the methods in a single calculation are discussed. This gives rise to attractive predictor-corrector integration schemes. In addition, an alternative to the usual Hamilton-Jacobi integration theory for the integration of the Euler equation is given.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1964
  • Print Format: Paperback
  • Paperback Pages: 23
  • Paperback Price: $20.00
  • Document Number: RM-4038-PR

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RAND Style Manual
Bellman, Richard Ernest and Robert E. Kalaba, Dynamic programming, invariant imbedding and quasilinearization: comparisons and interconnections, RAND Corporation, RM-4038-PR, 1964. As of October 12, 2024: https://www.rand.org/pubs/research_memoranda/RM4038.html
Chicago Manual of Style
Bellman, Richard Ernest and Robert E. Kalaba, Dynamic programming, invariant imbedding and quasilinearization: comparisons and interconnections. Santa Monica, CA: RAND Corporation, 1964. https://www.rand.org/pubs/research_memoranda/RM4038.html. Also available in print form.
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