A class of nonseparable dynamic programming problems (Q1075255)
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scientific article; zbMATH DE number 3950222
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| English | A class of nonseparable dynamic programming problems |
scientific article; zbMATH DE number 3950222 |
Statements
A class of nonseparable dynamic programming problems (English)
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1987
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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.
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solution procedure
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deterministic sequential decision
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dynamic programming
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c-programming
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minimum variance type problem
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0.8119871020317078
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0.8084319233894348
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0.7923383712768555
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0.7923383712768555
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