Abstract
A new generalization of the Bellman optimality principle and the scheme of dynamic programming in terms of the language of choice functions was proposed. Proved were their correctness and applicability to the multistage decision making.
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Original Russian Text © Yu.V. Bugaev, S.V. Chikunov, 2009, published in Avtomatika i Telemekhanika, 2009, No. 2, pp. 90–100.
This work was supported by the Russian Foundation for Basic Research, project no. 06-07-89189.