The structure of dynamic programing models

作者：Samuel Karlin · 发表于：Naval Research Logistics Quarterly · 年份：1955 · DOI：10.1002/nav.3800020408 · 被引用次数：61 · 研究领域：Optimization and Mathematical Programming、Supply Chain and Inventory Management、Efficiency Analysis Using DEA

Abstract This paper discusses the structure and formulation of dynamic programing models. R. Bellman's “Principle of Optimality” is reexamined for deterministic models. A formulation of the general stochastic dynamic programing model ie given and applied to an inventory model.