Experiments with dynamic programming algorithms for nonseparable problems

DOI10.1016/0377-2217(93)90060-ZMaRDI QIDQ2367363zbMATH OpenOpenAlexFDO

Authors Alleli Domingo, Moshe Sniedovich

Publication date 25 August 1993

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(93)90060-z

zbMATH Keywords

nonlinear fractional knapsacknonseparable objective functionsnonseparable problemsparametric Lagrangian search method

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Dynamic programming (90C39)

Recommendations

• A class of nonseparable dynamic programming problems
• New approach for nonseparable dynamic programming problems
• Extension of dynamic programming to nonseparable dynamic optimization problems
• Algorithmic and computational aspects of composite concave programming
• An Algorithm for Separable Nonconvex Programming Problems

Cites work

• A class of nonseparable dynamic programming problems
• A machine executable generalized inner product and its applications
• A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
• A Solution Strategy for a Class of Nonlinear Knapsack Problems
• Analysis of a class of fractional programming problems
• C-programming and the minimization of pseudolinear and additive concave functions
• C-programming. An outline
• C-programming: A nonlinear parametric optimization method
• Generalized dynamic programming for multicriteria optimization
• scientific article; zbMATH DE number 3748742 (Why is no real title available?)
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• Preference Order Stochastic Knapsack Problems: Methodological Issues
• Technical Note—Dynamic Programming and Probabilistic Constraints
• The shortest path problem with two objective functions
• Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes

Cited in

(3)

• Extension of dynamic programming to nonseparable dynamic optimization problems
• HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS
• Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach

This page was built for publication: Experiments with dynamic programming algorithms for nonseparable problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2367363)