DYNAMIC PROGRAMMING AND ADAPTIVE PROCESSES--1: MATHEMATICAL FOUNDATION
RAND CORP SANTA MONICA CA
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A foundatio is laid for a mathematical theory of a significant class of decision processes which have not as yet been studied in any generality. These processes, which are described in some detail, are referred to as adaptive. They arise in practically all parts of statistical study, practically engulf the field of operations research, and play a paramount role in the current theory of stochastic control processes of ejectronic and mechanical origin. All three of these domains merge in the consideration of the problems of communication theory. The functional equation approach of dynamic programming enables us to treat some of these problems by analytic means, and to resolve others, where direct analysis is stymied, by computational techniques. General questions are treated in an abstract manner.
- Computer Programming and Software