ELEMENTS OF SEQUENTIAL DECISION PROCESSES,

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)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1966
Accession Number
AD0642055

Entities

People

  • E. V. Denardo
  • L. G. Mitten

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Dynamic Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematical Programming
  • Mathematics
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Computational Fluid Dynamics (CFD)
  • Defense Acquisition Program Management