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        Representation of discrete optimization problems by discrete dynamic programs

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        Author
        Smith, Douglas R.
        Date
        1980-02
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        Abstract
        This paper investigates the conditions under which a discrete optimization problem can be formulated as a dynamic program. Following the terminology of (Karp and Held 1967), a discrete optimization problem is formalized as a discrete decision problem and the class of dynamic programs is formalized as a sequential decision process. Necessary and sufficient conditions for the representation in two different senses of a discrete decision problem by a sequential decision process are established. In the first sense (a strong representation) the set of all optimal solutions to the discrete optimization problem is obtainable from the solution of the functional equations of dynamic programming. In the second sense (a weak representation) a nonempty subset of optimal solutions is obtainable from the solution of the functional equations of dynamic programming. It is shown that the well known principle of optimality corresponds to a strong representation. A more general version of the principle of optimality is given which corresponds to a weak representation of a discrete decision problem by a sequential decision process. We also show that the class of strongly representable discrete decision problems is equivalent to the class of sequential decision processes which have cost functions satisfying a strict monotonicity condition. Also a new derivation is given of the result that the class of weakly representable discrete decision problems is equivalent to the class of sequential decision processes which have a cost function satisfying a monotonicity condition. (Author)
        URI
        http://hdl.handle.net/10945/29071
        NPS Report Number
        NPS-52-80-004
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