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Reflections on Bellman's optimality principle

✍ Scribed by E.A. Galperin

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 113 KB
Volume: 63
Category: Article
ISSN: 0362-546X
DOI: 10.1016/j.na.2005.01.069

No coin nor oath required. For personal study only.

✦ Synopsis

The principle of optimality [1, p. 83] is shown to imply the total optimality.A justification of dynamic programming is proposed for not totally optimal systems which satisfy the contiguity condition. An example is presented to demonstrate the existence of optimal dynamical systems that do not satisfy the contiguity condition.

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