A Discrete Version of Pontryagin's Maximum Principle

C. L. Hwang and L. T. Fan
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C. L. Hwang: Kansas State University, Manhattan, Kansas
L. T. Fan: Kansas State University, Manhattan, Kansas

Operations Research, 1967, vol. 15, issue 1, 139-146

Abstract: A basic algorithm of a discrete version of the maximum principle and its simplified derivation are presented. An example is solved to illustrate the use of the algorithm.

Date: 1967
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