R. Bellman, An Introduction to Invariant Imbedding (Classics in Applied Mathematics)

Here is a book that describes the classical foundations of invariant imbedding: a concept that provided the first indication of the connection between transport theory and the Riccati Equation. The reprinting of this classic volume was prompted by a revival of interest in the subject area because of its uses for inverse problems. The major part of the book consists of applications of the invariant imbedding method to specific areas that are of interest to engineers, physicists, applied mathematicians, and numerical analysts.