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From a dynamic programming point of view, Dijkstra's algorithm for the shortest path problem is a successive approximation scheme that solves the dynamic programming functional equation for the shortest path problem by the Reaching method.
A dynamic programming language is a type of programming language that allows various operations to be determined and executed at runtime. This is different from the compilation phase. This is different from the compilation phase.
Stochastic dynamic programming deals with problems in which the current period reward and/or the next period state are random, i.e. with multi-stage stochastic systems. The decision maker's goal is to maximise expected (discounted) reward over a given planning horizon.
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Differential dynamic programming (DDP) is an optimal control algorithm of the trajectory optimization class. The algorithm was introduced in 1966 by Mayne [1] and subsequently analysed in Jacobson and Mayne's eponymous book. [2] The algorithm uses locally-quadratic models of the dynamics and cost functions, and displays quadratic convergence ...
The Held–Karp algorithm, also called the Bellman–Held–Karp algorithm, is a dynamic programming algorithm proposed in 1962 independently by Bellman [1] and by Held and Karp [2] to solve the traveling salesman problem (TSP), in which the input is a distance matrix between a set of cities, and the goal is to find a minimum-length tour that visits each city exactly once before returning to ...
The dynamic programming approach describes the optimal plan by finding a rule that tells what the controls should be, given any possible value of the state. For example, if consumption ( c ) depends only on wealth ( W ), we would seek a rule c ( W ) {\displaystyle c(W)} that gives consumption as a function of wealth.
The equation is a result of the theory of dynamic programming which was pioneered in the 1950s by Richard Bellman and coworkers. [4] [5] [6] The connection to the Hamilton–Jacobi equation from classical physics was first drawn by Rudolf Kálmán. [7] In discrete-time problems, the analogous difference equation is usually referred to as the ...