0 views

Uploaded by Deliza Dona

Materi 1

- Hw2 Practice
- 2 09 Contact
- dp
- Optimization Methods Applied for Solving the Short-term Hydro Thermal
- Articulated Pose Estimation With Flexible Mixtures-Of-parts
- 3 Schmidt
- 2014 - Improved Geographic Routing in Sensor Networks Subjectedato Localization Errorsa
- Syllabus for Dynamic Programming
- 100739
- Inside
- 1560
- Ore Controller
- Unit Commitment
- Amazon Questions.txt
- Lecture 3 Linear Programming I - Formulation Six Slides
- 1.1 Transformation Prac
- Do file.docx
- Single machine stochastic models
- Max_Min
- Sensitivity Analysis

You are on page 1of 5

When we use this recursive relationship, the solution procedure moves back- 401

ward by stage-each time finding the optimal policy for that stage-until it

stage' Dynamic Programming

finds the optimal policy starting at the initial stage.

This backward movernent was demonstrated by the stagecoach problem, where

the optimal policy was found successively beginning in each state at stages 4, 3, 2,

and 1, respectively.t For all dynamic programrning problems, a table such as the

following one would be obtained foreach stage (n : N, N - 1, . . ., 1).

When this table is finally obtained for the initial stage (n : l), the problem of interest

is solved. Because the initial state is known, the initial decision is specified by xf in

this table. The optimal value of the other decision variables is then specified by the

other tables in turn according to the state ofthe system that results from the preceding

decisions.

This section further elaborates upon the dynamic programming approach to determin-

isric problems, where the state atthe next stage is completely dcterminedby the state

and policy decision at tlrc cunent stage. T,he probabilistic case, where there is a

probability distribution for what the next state vill be, is discussed in the next section.

Deterministic dynamic programming can be described diagrammatically as

shown in Fig. 11.2. Thus at stage ntlre process will be in some state sn. Making

policy decision Jtr then moYes the process to some state sr+r 8t stage (n + 1). The

contribution thcreafter to the objective function under an optimal policy has been

previously calculated to be ff+r(r,+r). Ttle policy decision .ro also makes some

contribution to the objective function. Combining these two quantities in an appro'

priate way provides JJq, xn), the conribution of stages z onward to the objrxtive

function. Optimizing with respct to r, ttpn gives ff(s,) :

t,,(sn, xI). aner finding

xj and f(s,) for each possible value of s, the solution procedure is redy to move

back one stage.

Stagc Stags

n n*l

State:

@ Contribution

/"(s", x.) of x" .,f,1* 1(r,+ r)

t Actually, for this pmblem tlre solution procedurc can rxrve citherbxkward or forward' However, for

many pmblems (cspecially wlren the stagcs conespond lo tit t

pcriodsr, the solution proc.€due ,ru.sa move

backward.

402 one way of categorizing deterministic dynamic programming problems is by

Mathematiczl the form of the objective function. For example, the objective might be to minimize

Pmgramming the sum of the contributions from the individual stages (as for the stagecoach problem),

or to maximree such a sum, or to minimize a produd of such terms, and so on.

Another categorization is in terms of the nature of the ser of states for the respective

stages. In particular, the states sn might be representable by a discrete state variable

(as for the stagecoach problem), or by a continuous state variable, or perhaps a state

vector (roore than one variable) is required.

Several examples are presented to illustrate these various possibilities. More

important, they illustrate that these apparently major differences are actually quite

inconsequential (except in terms of computational difficulty) because the underlying

basic structure shown in Fig. 11.2 always remains the same.

The first new example arises in a much different context from the stagecoach

problem, but it has the same mathematicalformulation except that the objective is to

maximize rather than minimize a sum.

The woRLD HEALTH couNCIL is devoted to improving health care in the under-

developed countries of the world. It now has five medicol teams available to allocate

among three such countries to improve their medical care, health education, and

training programs. Therefore, the council needs to determine how many teams (if

any) to allocate to each of these countries to maxirnize the total effectiveness of the

five teams. The teams must be kept intact, so the number allocated to each country

must be integer.

The measure of performance being used is additional person-years of life. (For

a particular country, this measure equals the count4l's increased life expectancy in

years times its population.) Table 11.1 gives the estimated additional person-years of

life (in multiples of 1,000) for each country for each possible allocation of medical

teams.

Which allocation rnaximizes the measure of performance?

how many medical teams to allocate to each of the three counties. Therefore, even

though there is no fixed sequence, these three countries can be considered as the three

Coumit koblem ftr-i,t,3

Tla usands { Ailitioaal

Pcrsoa-fears of Ufe

\

[: tFl

it

!

r'*-)

0

fi

0

50

/

45 70

75 g)

ll0 100

r50 130

-re.

stages in .a dynamic prograrnming formulation. The decision variables xo (n I , 2, 3) : 403

would be the number of teams to allocate to st4ge (country) n.

Dpamic Progranming

The identification of the states may not be readily appar"nt. To determine the

stat€s, we ask questions such as the following. What is it that changes from one stage

to the next? Given that the decisions have been made at the previous stages, how can

the status of the situation at the current stage be described? What information abgut

the current state of affairs is necessary to determine the optimal policy hereafter? On

these bases, an appropriate choice for the "state of the system" is

remaining countries (n, . . ., 3).

Thus, at stage 1 (country l), where all three countries remain under consideration for

allocations, rr = 5. However, at stage 2 or 3 (country 2 or 3), sn is just 5 minus the

number bf teams allocated at preceding stages. With the dynamic programming pro-

cedure of solving backward stage by stage, when we are solving at stage 2 or 3, we

shall not yet have solved for the allocations at the preceding stages. Therefore, we

shall consider every possible state we could be in at stage 2 or 3, namely, J, = 0,

1,2,3,4, or 5,

l*t p,(x) be the measure of performance from allocating r, medical teams to

counbry i, as given in Table 11.1. Thus the objective is to choose x1, x2, 13 so as to

3

Maximize ) p,(r,),

3

subject to ) r, = 5,

i= I

3

i=r+ I

where the maximum is taken ov€r -r7a1r ... , tr3 such that

3

)t,=",

l=a

fl(s") = t-0.1.-...r.

max f"(s",.ro)

(wi6 fi &fined totx' zero). These basic relationships arc summarized in Fig. 11.3.

Consequently, &rc, recwsive relationsWp relating ttrc fr, *d functions fI, f!

for this problem is

:r-0,1,....'r

404 Stage Stage

n*l

Metlrcmaticai

Progumming

staie:o

n

rn

.@ *

Valuc;[, (q, r,,) (s" x")

Po \Jtn) "ft*'

= p,(r,) +-fI*,(s, - r,)

ftgure ll.3 the b6ic s&ucirne for t$c Wortd Health Council ptoblem.

= 13:0'1"'''s3 l

Sor.urrox Pnncrounp: Beginning with the last stage (n : 3), we note that the

values of p3(x3) are given in the last column of Table 11. I, and that these values keep

increasing as we moye down the column. Therefore, with s, medical teams still

t* available for allocation to country 3, the maximum of p3(rJ is automatically achieved

by altocating all .r3 teams, so rl :

s, and fj(sr) :

pr(sr) as shown in the following

table.

n=3:

0 0

I I

2 ,

3 3

4 4

5 5

We now illove bacl$rad to start from the next-to-last stage (n : 2). Here,

finding .rf requires elculating and comparing fdsz, +) for thc altornative valtm of

ra, natrply, 4 = a, 1, . . ., s2. To illusEate, wo &Pict this sifiration whcn s2 : 2

graphically:

This diagrarn cur€sporlds !o Ftg. 11.3 exccp that dl duee posoiblc states at stage

3 arc shown. Thus, if :2 = 0, the rcsulting 6ta& at stage 3 will be sz - xz : / -

O = 2, wlrcreas r, = 1 l,eads to state I and .r2 : 2 leads to statc 0. Thc corresponding

values of p2(xr) from the country 2 column of Table I l. I are shown along the links, 405

and the values of f!(sz - xr) from the z : 3 table are given next to the stage 3 Dpamic Programming

nodes. The required calculations for this case of sz : 2 are summarized below.

pr{o) +

h: li fzQ, D : p2(r) + JI(l) : ?-o * 50 : 70.

x2=2: fz(2,2) = pz(Z) + f1(o) :45 + o:45.

Because the objective is maximization, x! = 0 or f wittr fi121 : Z\

Proceeding in a similar way with the other possible values of sl 1try it; yietas

the following table.

n=2: J1 0 I 2 1 4 ) ti3) x2

0 0 0 0

I 50 ?o 50 0

2 70 70 45 m 0or I

3 80 90 95 75 95 a

5 130 lm 125 145 160 150 r60 4

We now are rcady to move backward to solve the original problcm where we

arc starting fum stage I (n = l). In this case, the only state to be considered is the

starting state of f,t :

5, as depicted below.

- "r,) at stage

2, a choice of .1, : 0 leads to ttre bottom node on tlre right, rr : I lcads to the rrcxt

m& up, and so forttr up to drc top node with.rl = 5. The ccrcspmdingpr(rr) valncs

from Table ll.l arc shown next to the links. The numbers $ext to tlrc no&s arc

ohaincd from the f!(sr) column of the n = 2 tabk. As witr fr = 2, thc calculation

rEded for each alternalive value of ttre decision variable involves adding the corrc-

spording link value and node value, as summarized below.

.r, :5.

fr(5,5):pr(5) + fi(g): lfr + O:120.

- Hw2 PracticeUploaded by1990ank
- 2 09 ContactUploaded bysharanmech
- dpUploaded bySepideh Aghamolaei
- Optimization Methods Applied for Solving the Short-term Hydro ThermalUploaded byJamerson Ramos
- Articulated Pose Estimation With Flexible Mixtures-Of-partsUploaded byJosé Alejandro Mesejo Chiong
- 3 SchmidtUploaded byRick Brega
- 2014 - Improved Geographic Routing in Sensor Networks Subjectedato Localization ErrorsaUploaded byUy Nguyen Van
- Syllabus for Dynamic ProgrammingUploaded bymusicmagic85
- 100739Uploaded byVasu Kodaganti
- InsideUploaded byOmair Abbas
- 1560Uploaded byMalavika Ghosh
- Ore ControllerUploaded byhamid
- Unit CommitmentUploaded byKornepati Suresh
- Amazon Questions.txtUploaded byRajesh Thennan
- Lecture 3 Linear Programming I - Formulation Six SlidesUploaded byNella King
- 1.1 Transformation PracUploaded byDavid Walke
- Do file.docxUploaded bydenisseromerova
- Single machine stochastic modelsUploaded byqer111
- Max_MinUploaded byavnishgarg96
- Sensitivity AnalysisUploaded byZharlene Sasot
- Math BooksUploaded byChandradeep Reddy Teegala
- 0580_y03_sq_2,Uploaded byKassem Farhat
- E17 (Example)Uploaded bypardeepkumarrocks
- aircraft control Lecture 10Uploaded byArief Hadiyanto
- Random Numbers are not variantsUploaded byviajy
- Microarray time seriesUploaded byMohamed Mahmoud
- 3Q Homework 1 Com740Uploaded byIgor Gabriel Teixeira Gómez
- syllabusUploaded byvimisime
- CMME 1Uploaded byZhuang Sheng Tam
- Arth MaticUploaded byl8o8r8d8s8i8v8

- Kelompok Tin PlateUploaded byDeliza Dona
- 3180-1-6406-1-10-20160919Uploaded byBella Pheerina
- Edible Coating (1)Uploaded byJatmiko Wijaya Kusuma
- 314-553-1-SM.pdfUploaded byjaka.pamungkas6990
- XI. Kriteria Seleksi-eUploaded byDeliza Dona
- DELIZA TUGAS 5RUploaded byDeliza Dona
- 314-553-1-SMUploaded byDeliza Dona
- 4Uploaded bytiara pracetia
- Perihal Lamaran NOFIAUploaded byDeliza Dona
- Sianida Total SNI 19-6964[1].6-2003Uploaded byDeliza Dona
- uudUploaded byDeliza Dona
- SNI 19-6964[1].6-2003_Sianida.pdfUploaded byFerida
- SPK NOFIAUploaded byDeliza Dona
- SPK NOFIAUploaded byDeliza Dona
- 12.1 SNI 19-6964[1].1-2003_Nitrit Spektro.pdfUploaded byririn677

- AsgnUploaded byDiwaker Kumar
- MIT8_333F13_pset5Uploaded byHenry De Aries
- Term Paper on WEKAUploaded byAmrit Kumar
- Cpc Lab ReportUploaded byharris
- Me 360 Mat Lab Root Locus AnalysisUploaded bymekatronik_05
- Tutorial 5Uploaded byfazaseiko
- Assignment in CPMPERT.Uploaded byAsh Yehia
- PertUploaded bydwarika2006
- A Diana AlgoritmaUploaded byDyah Septi Andryani
- control and optimisation of a multiple effect evaporator.pdfUploaded byFanilo Razafindralambo
- data structures NP hardUploaded byrani
- Robot Structural Analysis 2017 Help_ Push Over Analysis ParametersUploaded byJustin Musopole
- Artificial IntelligenceUploaded byAainashuha Yusli
- SYE3 51 Intro and ScheduleUploaded byfelix
- PSTAT 172A Homework Solutions Life TablesUploaded byInstantRamen
- Chapter17rev1(Polinomial Interpolation)Uploaded byAdhitya Rama Jr.
- Math Worksheet-Evaluation and Composition FunctionUploaded byEducareLab
- QuantiTech-Mod3Uploaded bydiana
- Adsp Model QuestionsUploaded byjayangce
- Feed Forward Backpropagation Neural Network Image Compression for Better SNR, PSNR and BPPUploaded byIJSTA
- CHE3162.Lecture10 Tuning StabilityUploaded byPhan Nee
- Linear Equations in One VariableUploaded byClaire E. Eddio
- L 22, 23 ReliabilityUploaded byNaveen K. Suray
- Final VersionUploaded byLuisa Fernanda Polanía Cabrera
- SEC-EEE-305-lec-6Uploaded byShahadat Hussain Parvez
- Regression Analysis Supplement-1Uploaded byPepe Als
- Spatial ConvolutionUploaded bydeysanz
- IOSR JournalsUploaded byInternational Organization of Scientific Research (IOSR)
- Simple IRR Computation(Thron Moten)March2011Uploaded bytskoko
- S1704-SpectralAnalysisUploaded byArmando Malone