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Dynamminc Programming-Optimality

Dynamic programming is a method for solving complex problems by breaking them into smaller, overlapping subproblems, storing their solutions for efficiency. It is based on the principle of optimality, which states that the optimal solution can be constructed from optimal subproblem solutions. This technique is widely applied in fields like computer science and operations research for various optimization issues.

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6 views

Dynamminc Programming-Optimality

Dynamic programming is a method for solving complex problems by breaking them into smaller, overlapping subproblems, storing their solutions for efficiency. It is based on the principle of optimality, which states that the optimal solution can be constructed from optimal subproblem solutions. This technique is widely applied in fields like computer science and operations research for various optimization issues.

Uploaded by

quantraptors
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Dynamic Programming

Dynamic programming, is a method for solving complex problems by breaking


them down into smaller, overlapping subproblems, where the solutions to
these subproblems are stored and reused to efficiently calculate the optimal
solution to the larger problem; essentially, it's a strategy to tackle intricate
optimization issues by systematically solving smaller, related parts and
combining them to find the best overall outcome. It is defined as a numerical
resolution method allowing to explore in a sampled and systematic way the
space of admissible solutions and to select the global solution meeting the
chosen optimization criterion. Graph theory is often used to formalize this
method.
Key points about dynamic programming:
 Principle of Optimality:
The core concept is that the optimal solution to a problem can be
constructed by combining the optimal solutions to its subproblems.
 Overlapping subproblems:
Dynamic programming is most effective when a problem contains many
repeating subproblems, allowing for significant efficiency gains by storing
and reusing previously calculated solutions.
 Applications:
This technique is widely used in various fields like computer science,
operations research, and artificial intelligence to solve problems like finding
the shortest path, optimal resource allocation, and sequence alignment.

Steps of dynamic programming works:


 Break down the problem: Divide the original problem into smaller, more
manageable subproblems.
 Solve subproblems: Solve each subproblem individually, storing the results
in a table or memorization structure.
 Combine solutions: Use the solutions to subproblems to construct the
optimal solution to the original problem, leveraging the fact that previously
solved subproblems can be reused.
Example of dynamic programming:
 Fibonacci sequence: Instead of recalculating Fibonacci numbers at each
step, dynamic programming stores previously calculated values to avoid
redundant computations.
principle of optimality
The principle of optimality is a fundamental aspect of dynamic programming, which
states that the optimal solution to a dynamic optimization problem can be found by
combining the optimal solutions to its sub-problems. The "principle of optimality"
states that within a multi-stage decision process, an optimal solution can be
constructed by making the best decision at each stage, considering only the
current state and the remaining stages, regardless of the decisions made in
previous stages; essentially, the optimal path to the end of a problem is made up
of optimal paths to each sub-problem along the way, which is a core concept in
dynamic programming and attributed to Richard Bellman. While this principle is
generally applicable, it is often only applied for problems with finite or countable state
spaces in order to sidestep measure-theoretic complexities. Therefore, it cannot be
applied to classic models such as inventory management and dynamic pricing models
that have continuous state spaces. To address this, we provide conditions and a self-
contained simple proof that establish when the principle of optimality for discounted
dynamic programming is valid. These conditions shed light on the difficulties that may
arise in the general state space case. We provide examples from the literature that
include the relatively involved case of universally measurable dynamic programming
and the simple case of finite dynamic programming where our main result can be
applied to show that the principle of optimality holds.
Key points about the principle of optimality:
 Dynamic Programming Foundation:
This principle is the foundation of dynamic programming, a method for
solving complex optimization problems by breaking them down into smaller,
more manageable subproblems.
 Optimal Substructure:
It implies that the optimal solution to a problem can be built from the optimal
solutions to its subproblems.
 Decision Making at Each Stage:
When making a decision at any given stage, only the current state and the
remaining stages need to be considered, not the decisions made in the past.

Example:
Imagine planning a road trip to minimize travel time. The principle of optimality
states that the best route from your starting point to your destination can be
found by choosing the optimal route for each individual leg of the journey,
considering only the current location and remaining distance, without worrying
about the choices made earlier in the trip.

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