Abstract
Under study is the problem of optimal allocation of a resource, and a dynamic programming scheme is proposed for its solution. Instead of the recurrent equations, the stepwise computation of the Pareto-optimal points is used on the plane of values of the target function and resource. Some examples demonstrate the efficiency of this approach.
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References
R. E. Bellman and S. E. Dreifus, Applied Dynamical Programming (Princeton Univ. Press, Princeton, 1962; Nauka, Moscow, 1965).
E. S. Venttsel’, Operations Research: Problems, Principles, and Methodology (Drofa, Moscow, 2004) [in Russian].
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Original Russian Text © V.I. Struchenkov, 2008, published in Diskretnyi Analiz i Issledovanie Operatsii, 2008, Vol. 15, No. 6, pp. 58–62.
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Struchenkov, V.I. Dynamic programming with Pareto sets. J. Appl. Ind. Math. 4, 428–430 (2010). https://doi.org/10.1134/S1990478910030154
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DOI: https://doi.org/10.1134/S1990478910030154