Dynamic programming and inverse optimal problems in mathematical economics
โ Scribed by Richard Bellman
- Publisher
- Elsevier Science
- Year
- 1970
- Tongue
- English
- Weight
- 190 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0022-247X
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๐ SIMILAR VOLUMES
In solving optimal control problems, the conventional dynamic programming method often requires interpolations to determine the optimal control law. As a consequence, interpolation errors often degenerate the accuracy of the conventional dynamic programming method. In view of this problem, this pape
This work presents a numerical method to solve the optimal control problem with time-delayed arguments and a "xed terminal time. A series of auxiliary states obtained from the linearly truncated Taylor series expansion are used to represent the status of a time-delayed state at di!erent time interva