ISSN:
1573-2878
Keywords:
Dynamic programming
;
approximation methods
;
Bolza problem
;
stability
;
prediction-correction
;
reduction of dimensionality
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract It is proven here that a bounded perturbation of the discrete dynamic programming functional equation arising from the Bolza problem yields a bounded change in its solution. This stability property encourages the development of approximation techniques for solving such equations. One such technique, involving the backward solution of an approximate functional equation as a prediction step, followed by a forward reconstruction using true equations as a correction step, is then discussed. Bounds for the errors arising from such an approximation procedure are derived. Successive approximations is suggested, in conclusion, as a means for obtaining improved solutions.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00933878
