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Dynamic Programming Is Both A: Mathematical Optimization Richard Bellman Aerospace Engineering Economics Recursive

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Arvin Hipolito
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33 views

Dynamic Programming Is Both A: Mathematical Optimization Richard Bellman Aerospace Engineering Economics Recursive

Uploaded by

Arvin Hipolito
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Dynamic programming 

is both a mathematical optimization method and a computer programming


method. The method was developed by Richard Bellman in the 1950s and has found applications in
numerous fields, from aerospace engineering to economics.
In both contexts it refers to simplifying a complicated problem by breaking it down into simpler sub-
problems in a recursive manner. While some decision problems cannot be taken apart this way,
decisions that span several points in time do often break apart recursively. Likewise, in computer
science, if a problem can be solved optimally by breaking it into sub-problems and then recursively
finding the optimal solutions to the sub-problems, then it is said to have optimal substructure.
If sub-problems can be nested recursively inside larger problems, so that dynamic programming
methods are applicable, then there is a relation between the value of the larger problem and the
values of the sub-problems.[1] In the optimization literature this relationship is called the Bellman
equation.

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