MIE376 Lec 12 DP.page06 - ( ) [ ] ) , ( ( , ) ( 1 1 1 2 1 1...

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MIE 376 Mathematical Programming 6 Bellman Recursive Relation N N N N S s s x ) ( * ) , ( * 1 1 2 1 x s g s = ) ( 2 * 2 s x { ( ) [ ] 1 ,..., 2 , 1 , ) ( , ) ( 1 1 ) ( = + = + + N N n S s s f x s h Max s f n n n n n n n s X x n n n n n { ( ) [ ] 1 ,..., 2 , 1 , )) , ( ( , ) ( 1 ) ( = + = + N N n S s x s g f x s h Max s f n n n n n n n n n s X x n n n n n { ( ) [ ] N N N N N s X x N N S s x s h Max s f N N N = , ) ( ) ( { ( ) [ ] 1 1 1 1 1 1 1 1 ) ( 1 1 ) , ( ( , ) ( 1 ` 1 1 + = N N N N N N N N N s X x N N S s x s g f x s h Max s f N N N 1 1 1 * 1 ) ( N N N N S s s x plus plus {
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Unformatted text preview: ( ) [ ] ) , ( ( , ) ( 1 1 1 2 1 1 1 ) ( 1 1 1 1 1 x s g f x s h Max s f s X x + = ) ( 1 * 1 s x plus ) , ( * 2 2 3 2 x s g s = ) ( * N N s x Note: is Known! 1 s...
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