This paper develops an iterative algorithm for solving dynamic programming problems with state and control inequality constraints. The advantage of the algorithm is that it reduces the dimensionality difficulties. The technique is then employed to evaluate the optimum state and control responses of
β¦ LIBER β¦
A dynamic programming algorithm for multiple-choice constraints
β Scribed by Mary W. Cooper; Keyvan Farhangian
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 315 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0898-1221
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β¦ Synopsis
This
report concerns a discrete mathematical programming problem in which the variables are binary or integer, the objective function separable or factorable, and the constraints are in either of two classes: linear or multiple-choice constraints. The problem is solved using a dynamic programming approach with fathoming by bounds and by infeasibility.
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