A class of nonseparable dynamic programming problems (Q1075255): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q579141 |
Changed an Item |
||
| Property / author | |||
| Property / author: Moshe Sniedovich / rank | |||
Normal rank | |||
Revision as of 19:23, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of nonseparable dynamic programming problems |
scientific article |
Statements
A class of nonseparable dynamic programming problems (English)
0 references
1987
0 references
A solution procedure is proposed for a class of deterministic sequential decision problems whose objective functions are of the form \(\sum f_ n(x_ n)+\Phi (\sum g_ n(x_ n))\), where \(\Phi\) is differentiable and either concave or convex. The procedure calls for the collaboration between dynamic programming and c-programming, and is demonstrated in our treatment for a minimum variance type problem.
0 references
solution procedure
0 references
deterministic sequential decision
0 references
dynamic programming
0 references
c-programming
0 references
minimum variance type problem
0 references
