Dynamic Programming and the Calculus of Variations

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Author(s): Stuart E. Dreyfus (Eds.)
Series: Mathematics in Science and Engineering 21
Publisher: Elsevier, Academic Press
Year: 1965

Language: English
Pages: ii-xiv, 1-248

Content:
Edited by
Pages ii-iii

Edited by
Page v

Copyright page
Page vi

Dedication
Page vii

Preface
Pages ix-xiv
Stuart E. Dreyfus

CHAPTER I Discrete Dynamic Programming
Pages 1-24

CHAPTER II The Classical Variational Theory
Pages 25-68

CHAPTER III The Simplest Problem
Pages 69-128

CHAPTER IV The Problem of Mayer
Pages 129-163

CHAPTER V Inequality Constraints
Pages 164-189

CHAPTER VI Problems with Special Linear Structures
Pages 190-204

CHAPTER VII Stochastic and Adaptive Optimization Problems
Pages 205-241

Bibliography
Pages 242-244

Author Index
Page 245

Subject Index
Pages 246-248