Numerical Solution of Functional Equations by Means of Laplace Transform—VI

Stochastic Time-Optimal Control

Richard Ernest Bellman, Robert E. Kalaba, Jo Ann Lockett

ResearchPublished 1964

The nonlinear equations arise in the study of stochastic routing and control problems. It is suggested that the Laplace transform can be used in their numerical solution. An example is provided and the FORTRAN program is given. 22 pp. Bibliog.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1964
  • Print Format: Paperback
  • Paperback Pages: 22
  • Paperback Price: $20.00
  • DOI: https://doi.org/10.7249/RM4119
  • Document Number: RM-4119-PR

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RAND Style Manual
Bellman, Richard Ernest, Robert E. Kalaba, and Jo Ann Lockett, Numerical Solution of Functional Equations by Means of Laplace Transform—VI: Stochastic Time-Optimal Control, RAND Corporation, RM-4119-PR, 1964. As of October 15, 2024: https://www.rand.org/pubs/research_memoranda/RM4119.html
Chicago Manual of Style
Bellman, Richard Ernest, Robert E. Kalaba, and Jo Ann Lockett, Numerical Solution of Functional Equations by Means of Laplace Transform—VI: Stochastic Time-Optimal Control. Santa Monica, CA: RAND Corporation, 1964. https://www.rand.org/pubs/research_memoranda/RM4119.html. Also available in print form.
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