MIE376 Lec 12 DP.page03

MIE376 Lec 12 DP.page03 - Stage ± Independent of the path...

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MIE 376 Mathematical Programming 3 Introduction ± DP is driven by Richard Bellman’s Principle of Optimality ± This principle basically states that ² If an optimization objective is a sum (or product) over Stages ² At each Stage the system can be described by State variables ² The State at the next Stage is a function of the Decision at the current
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Unformatted text preview: Stage ± Independent of the path by which the system arrived to the current State and Stage . ² If the optimal path traverses a particular State and Stage ² Æ The “future” optimal decisions are independent of the “past” decisions ± DP Formulations Æ Develop Bellman Recursive Equation...
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