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Dynamic Programming

Dynamic programming is a technique for solving multi-stage decision problems by breaking them down into sequential sub-problems. It provides a systematic way to determine the optimal combination of decisions. In the example, a sales manager is planning a business tour from Mumbai to Kolkata to minimize travel time. The problem is broken down into three stages, with decisions made at each stage to select the optimal intermediate city based on travel times between options. Dynamic programming determines the shortest path is A to D to E to H, with a total travel time of 12 units.

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Rani Shamas
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17 views

Dynamic Programming

Dynamic programming is a technique for solving multi-stage decision problems by breaking them down into sequential sub-problems. It provides a systematic way to determine the optimal combination of decisions. In the example, a sales manager is planning a business tour from Mumbai to Kolkata to minimize travel time. The problem is broken down into three stages, with decisions made at each stage to select the optimal intermediate city based on travel times between options. Dynamic programming determines the shortest path is A to D to E to H, with a total travel time of 12 units.

Uploaded by

Rani Shamas
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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OPERATIONAL RESEARCH

DYNAMIC
PROGRAMMING
DYNAMIC PROGRAMMING

• Mathematical technique dealing with the optimization


of multi stage decision problem.
• Dynamic programming is a useful mathematical
technique for making a sequence of interrelated
decisions. It provides a systematic procedure for
determining the optimal combination of decisions.
Linear Programming V/S Dynamic
programming
DP different from LPP in two ways:
1. In DP standard mathematical formulation doesn’t exist. A particular
equation must be developed to fit for each individual situation
2. LP gives one time (single stage) solution where as the DP considers
decisions – making over time and solves each sub problem optimally
Terminologies in DP
• STAGE: The DP is broken into sub problems and each problem is is
called STAGE.
• STAGE DECISION: At each stage there are number of alternatives and
selection of one of the most suitable and feasible alternative is called
Stage decision
• DECISION VARIABLE: The unknown in the problem that need to be
determined are called Decision Variables.
Terminologies in DP
• RETURN FUNCTION: At each stage, a decision is made which can
affect the state of the system at the next stage.it can be described in
algebraic equation form. The equation which represents the contribution
of each stage is called return function.
• STAGE DECISION: At each stage there are number of alternatives and
selection of one of the most suitable and feasible alternative is called
Stage decision
Dynamic Programming
A sales manager is planning a business tour from Mumbai to kolkata. He intends
to cover one town from each of the company’s different marketing zones on the
route. The network shows the three intermediate stages and three possible
choices of the route at all but the last cities. The Travel time between the two
cites inclusive of working time is given below the arrows between cities.

Which intermediate cities should he visit to minimize the


time required to go from A to H?
SOLUTION
STAGE 1:
1. The Possible alternative is only H.
2. The possible state variable are node E, F , G
Alternative
State Variable Decision Variable Destination
H

E 3 3 H
F 4 4 H
G 3 3 H
SOLUTION
STAGE 2:
1. The Possible alternative are E, F , G
2. The possible state variable are node B , C , D
Alternative
State Variable Decision Variable Destination
E F G
B 5+3=8 7+4=11 7+3=10 8 E
C 6+3=9 7+4=11 10+3=13 9 E

D 6+3=9 8+4=12 9+3=12 9 E


SOLUTION
STAGE 3:
1. The Possible alternative are B , C , D
2. The possible state variable are node A
Alternative
State Variable Decision Variable Destination
E F G
A 5+8=13 5+9=14 3+9=12 12 D
SHORTEST PATH

A E

D H

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