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Chapter 11 Dynamic Programming - Unicamp

53311 Dynamic ProgrammingDynamic Programming is a useful mathematical technique for making a sequence of in-terrelated decisions. It provides a systematic procedure for determining the optimal com-bination of contrast to linear Programming , there does not exist a standard mathematical for-mulation of the Dynamic Programming problem. Rather, Dynamic Programming is a gen-eral type of approach to problem solving, and the particular equations used must be de-veloped to fit each situation. Therefore, a certain degree of ingenuity and insight into thegeneral structure of Dynamic Programming problems is required to recognize when andhow a problem can be solved by Dynamic Programming procedures.

1This problem also can be formulated as a shortest-path problem(see Sec. 9.3), where costs here play the role of distances in the shortest-path problem. The algorithm presented in Sec. 9.3 actually uses the philosophy of dynamic programming. However, because the present problem has a fixed number of stages, the dynamic pro-

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