Numerical Studies of a Two-Point Nonlinear Boundary Value Problem Using Dynamic Programming, Invariant Imbedding, and Quasilinearization

Richard Ernest Bellman, H. H. Natsuyama, Robert E. Kalaba

ResearchPublished 1964

The theories of quasilinearization, dynamic programming and invariant imbedding are applied to the numerical solution of a single variational problem. Their advantages and disadvantages are discussed, and FORTRAN programs and numerical results are included.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1964
  • Print Format: Paperback
  • Paperback Pages: 113
  • Paperback Price: $30.00
  • Document Number: RM-4069-PR

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RAND Style Manual
Bellman, Richard Ernest, H. H. Natsuyama, and Robert E. Kalaba, Numerical Studies of a Two-Point Nonlinear Boundary Value Problem Using Dynamic Programming, Invariant Imbedding, and Quasilinearization, RAND Corporation, RM-4069-PR, 1964. As of October 11, 2024: https://www.rand.org/pubs/research_memoranda/RM4069.html
Chicago Manual of Style
Bellman, Richard Ernest, H. H. Natsuyama, and Robert E. Kalaba, Numerical Studies of a Two-Point Nonlinear Boundary Value Problem Using Dynamic Programming, Invariant Imbedding, and Quasilinearization. Santa Monica, CA: RAND Corporation, 1964. https://www.rand.org/pubs/research_memoranda/RM4069.html. Also available in print form.
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