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InOpe - 6 - Dynamic Programming Exercises To Submit

The document presents 5 problems involving dynamic programming. Problem 1 involves finding the shortest path in a network. Problem 2 involves allocating crates of strawberries among stores to maximize expected profit. Problem 3 revisits a previous job scheduling problem with modified costs. Problem 4 involves determining an optimal betting policy over 3 matches to maximize the chance of ending with $100. Problem 5 revisits a previous problem about playing a game 5 times with a modified goal.

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Alicia Camp Prats
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187 views

InOpe - 6 - Dynamic Programming Exercises To Submit

The document presents 5 problems involving dynamic programming. Problem 1 involves finding the shortest path in a network. Problem 2 involves allocating crates of strawberries among stores to maximize expected profit. Problem 3 revisits a previous job scheduling problem with modified costs. Problem 4 involves determining an optimal betting policy over 3 matches to maximize the chance of ending with $100. Problem 5 revisits a previous problem about playing a game 5 times with a modified goal.

Uploaded by

Alicia Camp Prats
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

Consider the following network, where each number along a link represents
the actual distance between the pair of nodes connected by that link. The
objective is to find the shortest path from the origin to the destination.

a) What are the stages and states for the dynamic programming
formulation of this problem?

b) Use dynamic programming to solve this problem. However, instead


of using the usual tables, show your work graphically. In particular,
start with the given network, where the answers already are given

for for four of the nodes; then solve for and fill
in and Draw an arrowhead that shows the optimal link to
traverse out of each of the latter two nodes. Finally, identify the
optimal path by following the arrows from node O onward to node T.

c) Use dynamic programming to solve this problem by manually


constructing the usual tables for n = 3, n = 2, and n = 1.

d) Use the shortest-path algorithm to solve this problem. Compare and


contrast this approach with the one in parts (b) and (c).

2. The owner of a chain of three grocery stores has purchased five crates of
fresh strawberries. The estimated probability distribution of potential sales of
the strawberries before spoilage differs among the three stores. Therefore,
the owner wants to know how to allocate five crates to the three stores to
maximize expected profit. For administrative reasons, the owner does not
wish to split crates between stores. However, he is willing to distribute no
crates to any of his stores. The following table gives the estimated expected
profit at each store when it is allocated various numbers of crates:
Use dynamic programming to determine how many of the five crates should be
assigned to each of the three stores to maximize the total expected profit.

3. Re-solve the Local Job Shop employment scheduling problem (Example 4)


when the total cost of changing the level of employment from one season
to the next is changed to $100 times the square of the difference in
employment levels.

4. A backgammon player will be playing three consecutive matches with


friends tonight. For each match, he will have the opportunity to place an

even bet that he will win; the amount bet can be any quantity of his choice

between zero and the amount of money he still has left after the bets on the

preceding matches. For each match, the probability is that he will win the

match and thus win the amount bet, whereas the probability is that he will
lose the match and thus lose the amount bet. He will begin with $75, and his
goal is to have $100 at the end. (Because these are friendly matches, he
does not want to end up with more than $100.) Therefore, he wants to find
the optimal betting policy (including all ties) that maximizes the probability
that he will have exactly $100 after the three matches.
Use dynamic programming to solve this problem.

5. Reconsider Example 6. Suppose that the bet is changed as follows: “Starting


with two chips, she will not have at least five chips after five plays of the
game.” By referring to the previous computational results, make additional
calculations to determine the new optimal policy for the enterprising young
statistician.
Solutions:

1.

2.

3.

4.

5. The probability of winning the bet using the policy given above is 160/243.

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