ABSTRACT

In this chapter, we describe a completely different approach to approximate solutions for the basic problem of the calculus of variations. This new approach makes use of the technique of dynamic programming in discrete optimization. For some variational problems, it is known to be superior to the approaches discussed in Chapter 8 and the Appendix of this book. In the first few sections of this chapter, we introduce the essential ideas and algorithms in dynamic programming for problems in discrete optimization. The variational problem will then be recast in a form suitable for the application of dynamic programming in the last section.