Generalization of the dynamic programming scheme

  • Authors:

  • Yu. V. Bugaev;S. V. Chikunov

  • Affiliations:

  • Voronezh State Academy of Technology, Voronezh, Russia;Voronezh State Academy of Technology, Voronezh, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2009

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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.