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Grundzüge des Dynamic Programming

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Zusammenfassung

Es wird ein kurzer Überblick über einige Hauptprobleme des Dynamic Programming — einer speziellen Lösungsmethode zur Auffindung optimaler Lösungen bei mehrstufigen Extremwertsaufgaben — gegeben. Es wird gezeigt, wie in gewissen Fällen die Problemstellung des Linear Programming verallgemeinert und die Aufgabe mit Hilfe dieser Methode gelöst werden kann. Abschließend wird ein Optimalisierungsprinzip angegeben, das eine Kennzeichnung der Aufgaben gestattet, die einer Lösung durch die Methode des Dynamic Programming zugänglich sind.

Summary

A brief survey is given about several main problems of dynamic programming — a special procedure for finding optimal solutions of multi-stage extremal value problems. It is shown that in certain cases the approach of linear programming can be generalized and the problem be solved by means of this procedure. Finally a principle of optimization is stated which permits a characterization of the problems lending themselves to a solution by means of dynamic programming.

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Literatur

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Ferschl, F. Grundzüge des Dynamic Programming. Unternehmensforschung Operations Research 3, 70–80 (1959). https://doi.org/10.1007/BF01962868

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  • DOI: https://doi.org/10.1007/BF01962868

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