Implementing the recursive APL code for dynamic programming

Authors:
Edward Y. H. Lin;Dennis L. Bricker
Affiliations:
Faculty of Administration, University of New Brunswick, Fredericton, New Brunswick E3B 5A3, Canada;Department of Industrial Engineering, The University of Iowa, Iowa City, Iowa
Venue:
APL '90 Conference proceedings on APL 90: for the future
Year:
1990

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Abstract

Despite the importance and wide applicability of dynamic programming technique in optimization, the complexity and uniqueness of various dynamic programming models often make the comprehension of their solution procedures difficult, particularly for a novice. Although it can be argued that, unlike the Simplex method in linear programming, no general dynamic programming algorithm exists, with the recursive capability of APL, it is feasible to develop a “systematic” solution approach for deterministic dynamic programming. In this paper, we introduce a set of such APL code developed be solve various types of dynamic programming problems with minor modifications on some of its key functions to accommodate the nature of each type of dynamic programming problems.