A class of nonseparable dynamic programming problems (Q1075255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of nonseparable dynamic programming problems |
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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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