Dynamic programming, invariant imbedding and quasilinearization: comparisons and interconnections

Dynamic programming, invariant imbedding and quasilinearization: comparisons and interconnections

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A consideration, from several points of view, of a nonlinear two-point boundary value problem arising from a variational context. First a direct computational solution via quasilinearization is discussed. This method is quadratically convergent. The...