A survey of dynamic programming computational procedures
- 1 December 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 12 (6) , 767-774
- https://doi.org/10.1109/tac.1967.1098755
Abstract
Although dynamic programming has long provided a powerful approach to optimization problems, its applicability has been somewhat limited because of the large computational requirements of the standard computational algorithm. In recent years a number of new procedures with greatly reduced computational requirements have been developed. The purpose of this paper is to survey a number of the more promising of those techniques. A review of the theory of dynamic programming and the standard computational algorithm is included. Several applications of the new techniques are discussed.Keywords
This publication has 16 references indexed in Scilit:
- Applications of dynamic programming to the control of water resource systemsAutomatica, 1969
- On a goal-keeping differential gameIEEE Transactions on Automatic Control, 1967
- The status of optimal control theory and applications for deterministic systemsIEEE Transactions on Automatic Control, 1966
- Information Value TheoryIEEE Transactions on Systems Science and Cybernetics, 1966
- On the estimation of state variables and parameters for noisy dynamic systemsIEEE Transactions on Automatic Control, 1964
- A General Solution for Linear, Sampled-Data ControlJournal of Basic Engineering, 1963
- Stochastic problems in optimal controlProceedings of the IEEE, 1963
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- On linear control theoryTransactions of the American Institute of Electrical Engineers, Part II: Applications and Industry, 1961
- On the “bang-bang” control problemQuarterly of Applied Mathematics, 1956