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Week 10 -Dynamic Programming

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2 views

Week 10 -Dynamic Programming

Uploaded by

eshaasif005
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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INTRODUCTION TO

OPERATIONS RESEARCH

Deterministic Dynamic Programming


DYNAMIC PROGRAMMING
Dynamic programming is a widely-used
mathematical technique for solving
problems that can be divided into
stages and where decisions are required
in each stage.

The goal of dynamic programming


is to find a combination of decisions
that optimizes a certain amount
associated with a system.
DETERMINISTIC DYNAMIC
PROGRAMMING
By the time the last sub problem is solved, the optimum
solution for the entire problem is at hand. The manner in
which the recursive computations are carried out
depends on how we decompose the original problem
In particular, the sub problems are normally linked by
common constraints. As we move from one sub problem
to the next, the feasibility of these common constraints
must be maintained
DYNAMIC PROGRAMMING
Dynamic programming does not exist a standard
mathematical formulation of “the” dynamic programming
problem. Rather, dynamic programming is a general type
of approach to problem solving, and the particular
equations used must be developed to fit each situation.
DYNAMIC PROGRAMMING
Dynamic programming starts with small portion of the
original problem and finds the optimal solution for this
smaller problem. It then gradually enlarges the problem,
finding the current optimal solution from the preceding
one, until the original problem is solved in its entirety.
GENERAL CHARACTERISTICS OF
DYNAMIC PROGRAMMING
 The problem structure is divided into stages

 Each stage has a number of states associated with it

 Making decisions at one stage transforms one state of the


current stage into a state in the next stage.
 Given the current state, the optimal decision for each of the
remaining states does not depend on the previous states or
decisions. This is known as the principle of optimality for
dynamic programming.
 The principle of optimality allows to solve the problem stage
by stage recursively.
DIVISION INTO STAGES
The problem is divided into smaller subproblems
each of them represented by a stage.
The stages are defined in many different ways
depending on the context of the problem.
If the problem is about long-time development of
a system then the stages naturally correspond to
time periods.
If the goal of the problem is to move some objects
from one location to another on a map then
partitioning the map into several geographical
regions might be the natural division into stages.
Generally, if an accomplishment of a certain task
can be considered as a multi-step process then
each stage can be defined as a step in the
STATES
Each stage has a number of states associated with
it. Depending what decisions are made in one
stage, the system might end up in different
states in the next stage.
If a geographical region corresponds to a stage
then the states associated with it could be some
particular locations (cities, warehouses, etc.) in
that region.
In other situations a state might correspond to
amounts of certain resources which are essential
for optimizing the system.
DECISIONS
Making decisions at one stage transforms one state
of the current stage into a state in the next stage.
In a geographical example, it could be a decision to
go from one city to another.
In resource allocation problems, it might be a
decision to create or spend a certain amount of a
resource.

For example, in the shortest path problem three


different decisions are possible to make at the
state corresponding to Columbus; these decisions
correspond to the three arrows going from
Columbus to the three states (cities) of the next
stage: Kansas City, Omaha, and Dallas.

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