Research Reports from the Department of Operations
Document Type
Report
Publication Date
1-1-1966
Abstract
This paper describes an algorithm for finding the optimum value of a decision variable in the standard dynamic programming recurrence equation, when the state is described by one variable and the return function and state transition function are both linear one-to-one functions of the decision variable. The approach has been successfully programmed for a class of dynamic programming problems and has been found to be computationally much faster than searching over a set of possible decision values, even when the Fibonacci search method (the fastest search method available) is used. [Likely published circa 1966.]
Keywords
Operations research, Dynamic programming, Algorithms, Decision making--Mathematical models, Mathematical optimization, Computational complexity, Linear programming, Search theory, Fibonacci numbers
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 53
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Miller, B. and Teichroew, Daniel, "A Computational Algorithm for a Class of Dynamic Programming Problems" (1966). Research Reports from the Department of Operations. 83.
https://commons.case.edu/wsom-ops-reports/83