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A Control Problem of Bellman

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  • George B. Dantzig

    (Stanford University)

Abstract

The control problem discussed in this paper is a variant of one considered by Bellman in a seminar at the RAND Corporation. A solution was presented to the seminar by the author in October 1952 based on the idea of placing a "loose" string between end points and "pulling tight." Recently, Arthur Veinott has greatly extended the class of problems which admit a "string" solution. It appeared of value that the author publish his original notes on Bellman's problem. The problem will be considered here in a discrete version. The reader should have no difficulties developing its continuous analogue.

Suggested Citation

  • George B. Dantzig, 1971. "A Control Problem of Bellman," Management Science, INFORMS, vol. 17(9), pages 542-546, May.
    • Handle: RePEc:inm:ormnsc:v:17:y:1971:i:9:p:542-546
    DOI: 10.1287/mnsc.17.9.542
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    Cited by:

    1. Lifshits, Mikhail & Setterqvist, Eric, 2015. "Energy of taut strings accompanying Wiener process," Stochastic Processes and their Applications, Elsevier, vol. 125(2), pages 401-427.

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