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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Bibliographic Details
Main Author: Richard Bellman
Format: Article
Language:English
Published: Wiley 1978-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S016117127800040X
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