This chapter begins with an introduction to dynamic programming, it describes the typology of the problems, which can be divided into subproblems, to be solved by dynamic programming and it explains the formulation to employ for modelling, which focuses on determining the recursive function. Then it proposes a varied set of dynamic programming problems and provides their corresponding solutions. The object of this chapter is to provide a better understanding of modelling multiphase complex problems by means of dynamic programming. Problems are put forward in which the phase, stage, decision, recursive function and the transition function should be defined to then go on to solve the problem to obtain the optimal solution.
KeywordsDynamic Programming Decision Variable Optimal Decision Input State Recursive Function
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