Optimization in Dynamic Allocation Problems by a Modified Calculus of Variations Technique

A. S. Mengel

ResearchPublished 1954

A direct proof that modified Euler equations solve linear-type problems that can not be optimized by the classical calculus of variations technique. The method considered applies to nonlinear equations as well as to minimax problems if a saddle-point exists

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  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1954
  • Pages: 14
  • Document Number: RM-1379

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Mengel, A. S., Optimization in Dynamic Allocation Problems by a Modified Calculus of Variations Technique. Santa Monica, CA: RAND Corporation, 1954. https://www.rand.org/pubs/research_memoranda/RM1379.html.
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