一类改进的动态规划逆序算法

A class of improved backward algorithm on dynamic programming

本文提出了一种改进的动态规划逆序算法,并通过MATLAB具体实现.该算法能给出最优解所对应的全部最优策略,并找到产生多个最优策略的原因.多个数值例子检验了此种新算法的优越性,也显示了本文中的算法程序对众多典型的动态规划应用问题的适用性.

This paper proposes an improved backward algorithm program for dynamic programming and implemented by MATLAB. This algorithm outputs all the optimal strategies corresponding to the opti- mal solution. Furthermore it reveals how the multiple optimal strategies occur during the process of the backward programming. Several numerical examples show that the algorithm is useful to solve many types of dynamic programming problems. The paper improves some of the results of the existing paper, and this algorithm program provides an effective tool to solve many dynamic programming problems.