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Tutorial on Dynamic Programming

31.10.2012

By: I Putu Santikayasa

Dynamic Programming

Dynamic Programming is an algorithm design

method that can be used when the solution to

a problem may be viewed as the result of a

sequence of decisions

Sequence of decisions: decision are made

sequentially, one after another, based on the

state of the system

Example

To find a shortest path

S A B T

3

4

5

2 7

1

5 6

S T

13 2

B E

9

A D

4

C F

2

1

5

11

5

16

18

2

Maximize reservoir operation

Q

1,t

K

2

K

1

Q

2,t

R

1,t

S

1,t

S

2,t

R

2,t

t t t t t

L R Q S S

, 1 , 1 , 1 , 1 1 , 1

+ =

+

t t t t t t

L R R Q S S

, 2 , 2 , 1 , 2 , 2 1 , 2

+ + =

+

1 , 1

K S

t

<

2 , 2

K S

t

<

( )

+

=

T

t

t t

B B Maximize

1

, 2 , 1

Solution for DP problems

Bellmans Principle: An optimal policy (a set of

decisions) has the property that whatever the

initial state and initial decisions are, the

remaining decisions must constitute an

optimal policy with respect to the state

resulting from the initial decision.

State Si of the system at a stage i, one must

proceed optimally till the last stage,

irrespective of how one arrived at the stage Si.

Solution for DP problems

In serial multistage decision making problems,

the stage numbers may be assigned in

increasing order either in the backward or

forward direction

In both methods, we must define the state

variable, state transformation equation and

the recursive relation in every stage very

precisely

Backward Recursion

User 1 User 2 User 3

Stage 1

Stage 2

Stage 3

Forward Recursion

User 1 User 2 User 3

Stage 1

Stage 2

Stage 3

Example (forward recursion)

A pipeline is to be laid between node G and C

shown in the figure below. The pipeline can

pass only along the routes shown by solid

lines between intermediate nodes in the

figure. The distance between two nodes is

shown in the line joining the two nodes.

Obtain the shortest distance for the pipeline

using dynamic programming.

A B

C

D E

F

G H

I

13

12

12

5

18

7

10

18

13 15

11 6

Solution

Solution

The shortest route G-D-A-B-C

Distance = 42

Example (Backward recursion)

Inflow during four seasons to a reservoir with

storage capacity of 4 units are, respectively,

2,1,3, and 2 units. Only discrete values (0,1,2,

..) are considered for storage and release.

Overflows from the reservoir are also included

in the release. Reservoir storage at the

beginning of the year is 0 units. Release from

the reservoir during a season result in the

following benefit which are same for all the

four seasons.

Release Benefits

0 -100

1 250

2 320

3 480

4 520

5 520

6 410

7 120

Solution

R1=1

R2=1

R3=3

R4=3

-benefit= 1460

Thank you

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