Dynamic Programming to Identification Problems
نویسندگان
چکیده
منابع مشابه
A dynamic programming approach for solving nonlinear knapsack problems
Nonlinear Knapsack Problems (NKP) are the alternative formulation for the multiple-choice knapsack problems. A powerful approach for solving NKP is dynamic programming which may obtain the global op-timal solution even in the case of discrete solution space for these problems. Despite the power of this solu-tion approach, it computationally performs very slowly when the solution space of the pr...
متن کاملDynamic programming approach to principal-agent problems
We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon. Our approach is the following: we first find the contract that is optimal among those for which the agent’s value process allows a dynamic programming representation and for which the agent’s optimal effort is straightforward to find. We then show that, under technical conditions, the o...
متن کاملa dynamic programming approach for solving nonlinear knapsack problems
nonlinear knapsack problems (nkp) are the alternative formulation for the multiple-choice knapsack problems. a powerful approach for solving nkp is dynamic programming which may obtain the global op-timal solution even in the case of discrete solution space for these problems. despite the power of this solu-tion approach, it computationally performs very slowly when the solution space of the pr...
متن کاملA New Approach to Solve Multiple Objective Programming Problems
Multiple Objective Programming (MOP) problems have become famous among many researchers due to more practical and realistic implementations. There have been a lot of methods proposed especially during the past four decades. In this paper, we develop a new algorithm based on a new approach to solve MOP problems by starting from a utopian point (which is usually infeasible) and moving towards the...
متن کاملA Mathematical Programming Approach to Stochastic and Dynamic Optimization Problems
We survey a new approach that the author and his co-workers have developed to formulate generic stochastic and dynamic optimization problems as mathematical programming problems. The approach has two components: (a) it produces bounds on the performance of an optimal policy, and (b) it develops techniques to construct optimal or near-optimal policies. The central idea for developing bounds is t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: World Journal of Engineering and Technology
سال: 2016
ISSN: 2331-4222,2331-4249
DOI: 10.4236/wjet.2016.43d028