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6.5 动态规划法

6.5 动态规划法. 动态规划法的核心是贝尔曼最优性原理:求解多段决策问题时,要从末端开始,到始端结束,归结为一个基本的递推公式。. 一、多段决策问题:. 1 、思想:把一个复杂的问题,按照时间或空间分解成若干个较小的容易求解的子问题。然后按各子问题的顺序关系,依次作出一系列最优决策。. 2 、特点: 1 )计算量减小 2 )逆向递推 3 )自后向前的多级决策. 二、离散系统的动态规划. 1 、问题描述. 2 、基本假设:. 3 、递推方程. 应用动态规划递推解题过程示意图.

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6.5 动态规划法

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  1. 6.5 动态规划法 动态规划法的核心是贝尔曼最优性原理:求解多段决策问题时,要从末端开始,到始端结束,归结为一个基本的递推公式。 一、多段决策问题: 1、思想:把一个复杂的问题,按照时间或空间分解成若干个较小的容易求解的子问题。然后按各子问题的顺序关系,依次作出一系列最优决策。 2、特点: 1)计算量减小 2)逆向递推 3)自后向前的多级决策

  2. 二、离散系统的动态规划 1、问题描述

  3. 2、基本假设: 3、递推方程

  4. 应用动态规划递推解题过程示意图

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