Article ID: | iaor1992675 |
Country: | United Kingdom |
Volume: | 30 |
Start Page Number: | 23 |
End Page Number: | 30 |
Publication Date: | Aug 1990 |
Journal: | USSR Computational Mathematics and Mathematical Physics |
Authors: | Aliakbarov S.M. |
A computation scheme of the dynamic-programming method is described for a special class of multiextremum problems. The method is proved and an error bound is derived for the case when the objective function is inexactly specified.