A Control Problem of Bellman

George B. Dantzig
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George B. Dantzig: Stanford University

Management Science, 1971, vol. 17, issue 9, 542-546

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.

Date: 1971
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