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A New Decomposition Procedure for Dynamic Programming

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  • Peter J. Wong

    (Stanford Research Institute Menlo park, California)

Abstract

This paper presents a new decomposition procedure that reduces the highspeed memory requirement and interpolations, associated with the dynamic programming algorithm. It shows that an n th-order system described by k coupled difference or differential equations can be treated as a k th-order system with respect to the high-speed memory requirement and interpolations in the dynamic programming procedure.

Suggested Citation

  • Peter J. Wong, 1970. "A New Decomposition Procedure for Dynamic Programming," Operations Research, INFORMS, vol. 18(1), pages 119-131, February.
  • Handle: RePEc:inm:oropre:v:18:y:1970:i:1:p:119-131
    DOI: 10.1287/opre.18.1.119
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    Cited by:

    1. Anton J. Kleywegt & Vijay S. Nori & Martin W. P. Savelsbergh, 2004. "Dynamic Programming Approximations for a Stochastic Inventory Routing Problem," Transportation Science, INFORMS, vol. 38(1), pages 42-70, February.
    2. Vinay Dharmadhikari, 1975. "Decision-Stage Method: Convergence Proof, Special Application, and Computation Experience," NBER Working Papers 0094, National Bureau of Economic Research, Inc.
    3. Throsby, C.D., 1973. "New Methodologies in Agricultural Production Economics: a Review," 1973 Conference, August 19-30, 1973, São Paulo, Brazil 181385, International Association of Agricultural Economists.

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