Dynamic Programming

This chapter introduces the concept of dynamic programming with various application examples, from an engineering point of view. The chapter first presents principle of dynamic programming and recurrence equation of optimality. Next, the chapter discusses particular cases of optimization problems, i...

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Bibliographic Details
Published inOptimization in Engineering Sciences pp. 101 - 114
Main Authors Borne, Pierre, Filip, Florin Gheorghe, Stefanoiu, Dan, Popescu, Dumitru
Format Book Chapter
LanguageEnglish
Published United States John Wiley & Sons, Incorporated 2012
John Wiley & Sons, Inc
Subjects
Automatic control engineering
dynamic programming
engineering
optimality
optimization
recurrence equation
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ISBN9781848214323
1848214324
DOI10.1002/9781118577899.ch3

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Summary:This chapter introduces the concept of dynamic programming with various application examples, from an engineering point of view. The chapter first presents principle of dynamic programming and recurrence equation of optimality. Next, the chapter discusses particular cases of optimization problems, including the infinite horizon stationary problem, variable horizon problem, random horizon problem, sum‐like constraints, and the random evolution law.
ISBN:9781848214323
1848214324
DOI:10.1002/9781118577899.ch3