Understanding Dynamic Programming Techniques
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Introduction
Dynamic programming is a technique that can be used to solve
many optimization problems. In most cases, programming
dynamic programming finds a solution by backtracking from the end of the problem to the
First, turning a big and cumbersome problem into a series of problems
smaller and easier to solve.
Dynamic programming is a technique that can be used to solve
many optimization problems. In most cases, programming
dynamic programming obtains a solution by working backwards from the end of the problem to the
first, turning a large and cumbersome problem into a series of problems
smaller and easier to solve.
Dynamic programming
The mathematician Richard Bellman invented dynamic programming in 1953 which is
used to optimize complex problems that can be discretized and
sequentialized.
In dynamic programming
There is no mathematical standardization
Seeks to solve several problems at once
There are no software programs
Each problem requires an application of logic specific to the case.
This focuses on implementing the solution with more validity, although it also
More logical variables can be created to use them as calculations.
alternatives or recursive.
Characteristics of programming problems
dynamic
The characteristics of dynamic programming are used to formulate and
identify the structure of problems of this type. Next, one
they will present these basic characteristics that distinguish the problems of
dynamic programming.
The problem can be divided into stages that require a decision policy in
each of them. In many dynamic programming problems, the stage is
the amount of time that passes since the beginning of the problem, in certain cases not
Decisions are needed at each stage.
1. Each stage has a certain number of states associated with it. Per state
the information needed at any stage to make decisions is understood
an optimal decision.
2. The effect of the decision policy at each stage is to transform the state.
currently in a state associated with the next stage (perhaps according to
a probability distribution.
3. The solution procedure is designed to find a policy
optimal for the complete problem, that is, a recipe for decisions
of the optimal policy at each stage for each of the possible states.
4. Given the current state, an optimal policy for the remaining stages is
independent of the policy adopted in previous stages. (this is the
principle of optimality for dynamic programming). In general in the
PD problems, the knowledge of the current state of the system expresses
all the information about their previous behavior, and this information is
necessary to determine the optimal policy from then on.
5. The solution procedure begins by finding the optimal policy for the
final stage. The optimal policy for the final stage prescribes the policy
optimal decision for each possible state at that stage.
6. A recursive relationship is available that indicates the optimal policy for the
stage given the optimal policy for stage (n+1).
Deterministic dynamic programming
It is a useful mathematical technique that solves a series of sequential decisions,
each of which affects future decisions.
provides a systematic procedure to determine the combination of
decisions that maximize total effectiveness.
In this case, the focus is deepened on the dynamic programming approach in the
deterministic problems, where the state in the next stage is
completely determined by the state and the decision-making policy of the stage
actual. The probabilistic case in which there is a probability distribution for
The possible value of the following state will be analyzed later. Applications
of deterministic dynamic programming. Some of the applications of
deterministic dynamic programming are:
Volume-Load Model 'Backpack'
Model of workforce size
Equipment replacement model
Investment model
Inventory models
Next, some of these applications will be presented, each of the
which shows a new idea in the implementation of the PD.
i=1, 2, 3…n
As each application is presented, it is important to pay attention to the
three basic elements of a PD model:
Definition of the stages
Definition of policies or alternatives
Definition of the states for each stage
Of the three elements, the definition of the state is usually the most subtle. The
the applications presented below show that the definition of
The state varies depending on the situation being modeled.
Example
The planning of a production line, in any industrial process, is
it is possible to carry it out with the implementation of a process management system that
include a deterministic model in which the subjects are quantified
raw materials, labor, production times, and final products
associated with each process.
a set of differential equations of a macroscopic physical system
it constitutes a deterministic model that can predict the evaluation
deterministic in the time of a good number of characteristic magnitudes of the
system.
Problem
A company has hired 3 people for 3 tasks. The maximum number of
Two people are assigned to a task.
The utility of the workers in each task is:
Workers are assigned to tasks in the stages.
In the states, it is the workers that they have available to assign.
In the decision variables, the number of workers to assign in each
task.
Stage 3 is analyzed
Stage 2 is analyzed.
Stage 1 is analyzed
Solution
Conclusion
Dynamic programming is a general method for solving problems that
require decisions to be made in successive stages. The decisions that are
they take in a certain stage determine the future development of the system, affecting the
situation in which the system will find itself in the future (called state) and the
decisions that will be made in the future. In addition, it allows us to resolve the situation
current in daily life. Like in the case of suitcases, products, and goods or
backpacks. They are divided into deterministic and probabilistic.
Bibliographies
PROGRAMMING DYNAMIC DETERMINISTIC. (s. f.) [Link].
[Link]
Medina, H. (2019, June 3). Deterministic Dynamic Programming – Research
of Operations. White Hat Developer.
[Link]
deterministic-operations-research/
X. (2015, 30 January Programming Dynamic. slideshare.
[Link]
