Discrete Dynamic Programming

  title={Discrete Dynamic Programming},
  author={A. J. Cole and R. Aris},
  journal={The Mathematical Gazette},
Dynamic programming is an approach that transforms a multi variable optimization problem into a sequence of single variable optimization problems. Discrete dynamic programming requires us to define and limit ourselves to using only discrete values of the decision variables. It requires us to look at a problem as a network of nodes and links. The nodes represent discrete states of the system and the links from each node represent decisions that can be made, i.e., that are feasible, given the… Expand

Topics from this paper