Maximum Altitude : An Invariant Imbedding

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Abstract

In this paper we solve a continuous non-optimization dynamic programming problem: Maximum Altitude problem. The problem has been originated by R. Bellman. We consider three maximum altitude problems. A complete solution through an invariant imbedding is derived. Each problem accompanies a few typical examples.

Journal

  • 經濟學研究

    經濟學研究 71 (5/6), 1-18, 2005-08-09

    Society of Political Economy, Kyushu University

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