A class of nonseparable dynamic programming problems

DOI10.1007/BF00938467zbMath0591.90079MaRDI QIDQ1075255

Moshe Sniedovich

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingc-programmingsolution proceduredeterministic sequential decisionminimum variance type problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Dynamic programming (90C39)

Related Items (13)

Dynamic programming and graph optimization problems ⋮ Experiments with dynamic programming algorithms for nonseparable problems ⋮ Fractional programming revisited ⋮ New approach for nonseparable dynamic programming problems ⋮ C-programming: A nonlinear parametric optimization method ⋮ Analysis of a class of fractional programming problems ⋮ Extension of dynamic programming to nonseparable dynamic optimization problems ⋮ Multiple objectives and non-separability in stochastic dynamic programming ⋮ C-programming and the minimization of pseudolinear and additive concave functions ⋮ A Solution Strategy for a Class of Nonlinear Knapsack Problems ⋮ Conditional decision processes with recursive function ⋮ A class of dual fuzzy dynamic programs ⋮ Solution strategies for variance minimization problems

Cites Work

• C-programming problems: A class of non-linear optimization problems
• Analysis of a class of proxy problems
• C-programming. An outline
• Stochastic spanning tree problem
• A polynomial time algorithm for a chance-constrained single machine scheduling problem

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