Dynamic Programming



Dynamic programming is an optimization method that transforms a complex problem into a sequence of simpler problems. A sequence of simpler problems can be dealt with a variety of optimization techniques that can be employed to solve particular aspects of a more general formulation. Dynamic programming can be top-down or bottom-up oriented. Three most important characteristics of dynamic programming problems are the following:
  • Multiple stages, which are solved sequentially one stage at a time.

  • States, which reflect the information required to assess the consequences that the current decision has on future actions.

  • Recursive optimization, which builds to a solution of the overall N-stage problem by first solving a one-stage problem and sequentially including one stage at a time and solving one-stage problems until the overall optimum has been found.


Dynamic Programming Decision Variable Formal Statement Previous Equation Simple Problem 
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Copyright information

© Springer-Verlag London Limited  2011

Authors and Affiliations

  1. 1.Faculty of Electrical EngineeringUniversity of LjubljanaLjubljanaSlovenia

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