ELEMENTS OF SEQUENTIAL DECISION PROCESSES

ELEMENTS OF SEQUENTIAL DECISION PROCESSES
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顺序决策过程的要素

DOI:
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发表时间:
1966
期刊:
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影响因子:
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通讯作者:
L. G. Mitten
L. G. Mitten
中科院分区:
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文献类型:
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作者:
E. Denardo;L. G. Mitten

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摘要:备忘录对动态规划方法所适用的一类优化问题作了部分的阐述和适度的扩展。它包含对一类简单但广泛的动态规划问题的分析,以及对一类更广泛的动态规划问题的启发式方法。这些问题的共同要素被收集在“顺序决策过程”的名称下。由于所使用的分析技术是相当初级的,因此本备忘录还可以作为动态规划的介绍。此外,它还提供了一些模型,个人可以用这些模型来确定动态规划技术是否可以应用于他的问题。还包括一个算法,可用于分析一系列的顺序决策过程。(作者)
Abstract : The memorandum partially elucidates and mildly extends the class of optimization problems to which the methods of dynamic programming are applicable. It contains the analysis of a simple but broad class of dynamic programming problems and a heuristic approach to a broader class of dynamic programming problems. The common elements of these problems are collected under the name 'sequential decision process.' Since the analytic techniques used are fairly elementary, the memorandum also serves as an introduction to dynamic programming. In addition, it provides models with which an individual can determine the sometimes involved issue of whether the techniques of dynamic programming can be applied to his problem. Also included is an algorithm that can be used to analyze a broad array of sequential decision processes. (Author)