On the Theory of Dynamic Programming.

@article{Bellman1952OnTT,
  title={On the Theory of Dynamic Programming.},
  author={Richard Bellman},
  journal={Proceedings of the National Academy of Sciences of the United States of America},
  year={1952},
  volume={38 8},
  pages={
          716-9
        }
}
  • R. Bellman
  • Published 1 August 1952
  • Mathematics
  • Proceedings of the National Academy of Sciences of the United States of America
Abstract : The paper is the text of an invited address before the annual summer meeting of the American Mathematical Society at Laramie, Wyoming, September 2, 1954. The contents are chiefly of an expository nature on the theory of dynamic programming. 

Bottleneck Problems and Dynamic Programming.

  • R. Bellman
  • Economics
    Proceedings of the National Academy of Sciences of the United States of America
  • 1953
It is indicated how the theory of dynamic programming provides a mathematical formulation and a systematic approach to an interesting and significant class of production and allocation problems.

The structure of dynamic programing models

This paper discusses the structure and formulation of dynamic programing models. R. Bellman's “Principle of Optimality” is reexamined for deterministic models. A formulation of the general stochastic

Dynamic Programming (Chapter 6 in Interactive Operations Research with Maple: Methods and Models)

This document uses the “Springer Verlag Conference” Style and should be replaced with your own abstract of your own.

Optimal Stopping and Dynamic Programming

We present a brief review of optimal stopping and dynamic programming using minimal technical tools and focusing on the essentials. Keywords: optimal stopping; dynamic programming; Markov

History and development of dynamic programming

The development of DP (dynamic programming) is presented in a chronological order, and it does show that science never develops in a correct and straightforward fashion.

Sneaking around concatMap

We present a framework of dynamic programming combinators that provides a high-level environment to describe the recursions typical of dynamic programming over sequence data in a style very similar...

On some applications of the theory of dynamic programming to logistics

In the article, some simple, but non-trivial, problems of the kind that plague logisticians are considered in order to illustrate what kinds of problems are amenable to out techniques, what analytic results may be expected, and what computational procedures must be utilized in general.

On the Relevance of Stochastic Controls

This paper focuses on the study of events taking place in stochastic dynamic settings and the role that uncertainty plays in the interpretation of these settings.

NOTES ON CONTROL PROCESSES. I. ON THE MINIMUM OF MAXIMUM DEVIATION

Abstract : The functional equation technique of the theory of dynamic programming is applied to the problem of determining the minimum of the maximum deviation of a system from a preassigned state.
...

References

SHOWING 1-10 OF 18 REFERENCES

DYNAMIC PROGRAMMING AND A NEW FORMALISM IN THE CALCULUS OF VARIATIONS.

  • R. Bellman
  • Mathematics
    Proceedings of the National Academy of Sciences of the United States of America
  • 1954
It is shown that the methods of the theory of dynamic programming may be utilized to yield functional equations of a new type and successive approximations of monotone type to the solutions of the calculus of variations.

The Theory of Dynamic Programming as Applied to a Smoothing Problem.

Abstract : A problem involved in adjusting production facilities to changes in demand is considered using the theory of dynamic programming.

On Some Variational Problems Occurring in the Theory of Dynamic Programming.

Some results of an investigation of a class of interesting and important variational problems involving the control of a physical system over a time interval are presented.

SOME PROBLEMS IN THE THEORY OF DYNAMIC PROGRAMMING

Abstract : The theory of dynamic programming treats problems involving multi- stage processes by means of a transformation of the problem from the space of decisions to the space of functions. This

Some aspects of the sequential design of experiments

Until recently, statistical theory has been restricted to the design and analysis of sampling experiments in which the size and composition of the samples are completely determined before the

Some two person games involving bluffing.

  • R. BellmanD. Blackwell
  • Economics
    Proceedings of the National Academy of Sciences of the United States of America
  • 1949
A systematic theoretical treatment of a two- person zerosum poker game is presented and shows clear patterns in how the game is played and in particular in relation to the skill levels of the two players.

Optimal two- and three-stage production schedules with setup times included

A simple decision rule is obtained in this paper for the optimal scheduling of the production so that the total elapsed time is a minimum.

Stochastic Games*

  • L. Shapley
  • Mathematics
    Proceedings of the National Academy of Sciences
  • 1953
In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players, and the expected total gain or loss is bounded by M, which depends on N 2 + N matrices.

Optimal Inventory Policy.

WE ipropose to outline a method for deriving optimal rules of inventory policy for finished goods. The problem of inventories exists not only for business enterprises but also for nonprofit agencies