Wiley Encyclopedia of Operations Research and Management Science 2011
DOI: 10.1002/9780470400531.eorms0277
|View full text |Cite
|
Sign up to set email alerts
|

Dynamic Programming Via Linear Programming

Abstract: Dynamic programming (DP) has been used to solve a wide range of optimization problems. Given that dynamic programs can be equivalently formulated as linear programs, linear programming (LP) offers an efficient alternative to the functional equation approach in solving such problems. LP is also utilized with DP to characterize the polyhedral structure of discrete optimization problems. In this article, we investigate the close relationship between the two traditionally distinct areas of DP and LP.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1

Citation Types

0
2
0

Year Published

2018
2018
2023
2023

Publication Types

Select...
5
1
1

Relationship

0
7

Authors

Journals

citations
Cited by 8 publications
(2 citation statements)
references
References 20 publications
0
2
0
Order By: Relevance
“…Integer programming and linear programming (LP) are simple and efficient optimization techniques which require the linear objective function and constraints. Linear programs can equivalently formulate dynamic programs [95]. The variables in integer programing are required to be integers and are sometimes constrained to binary.…”
Section: Exact Methodsmentioning
confidence: 99%
“…Integer programming and linear programming (LP) are simple and efficient optimization techniques which require the linear objective function and constraints. Linear programs can equivalently formulate dynamic programs [95]. The variables in integer programing are required to be integers and are sometimes constrained to binary.…”
Section: Exact Methodsmentioning
confidence: 99%
“…It is known that any (discrete) DP can be formulated as an LP, which is integral [31]. (For Stochastic DP, please see, e.g., [30,21,11,20].) However, the technique of producing a tree structure out of a DP table is quite rare.…”
Section: Related Workmentioning
confidence: 99%