The Rayleigh quotient and dynamic programming
The purpose of this paper is to derive a nonlinear partial differential equation for which λ given by (1.3), is one value of the solution. In Section 2, we derive this equation using a straightforward dynamic programming approach. In Section 3, we discuss some computational aspects of derermining th...
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Main Author: | Richard Bellman |
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Format: | Article |
Language: | English |
Published: |
Wiley
1978-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
Subjects: | |
Online Access: | http://dx.doi.org/10.1155/S016117127800040X |
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