1 / 10

6.5 动态规划法

6.5 动态规划法. 动态规划法的核心是贝尔曼最优性原理：求解多段决策问题时，要从末端开始，到始端结束，归结为一个基本的递推公式。. 一、多段决策问题：. 1 、思想：把一个复杂的问题，按照时间或空间分解成若干个较小的容易求解的子问题。然后按各子问题的顺序关系，依次作出一系列最优决策。. 2 、特点： 1 ）计算量减小 2 ）逆向递推 3 ）自后向前的多级决策. 二、离散系统的动态规划. 1 、问题描述. 2 、基本假设：. 3 、递推方程. 应用动态规划递推解题过程示意图.

stefanie-stephanie
Download Presentation

6.5 动态规划法

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. 6.5 动态规划法 动态规划法的核心是贝尔曼最优性原理：求解多段决策问题时，要从末端开始，到始端结束，归结为一个基本的递推公式。 一、多段决策问题： 1、思想：把一个复杂的问题，按照时间或空间分解成若干个较小的容易求解的子问题。然后按各子问题的顺序关系，依次作出一系列最优决策。 2、特点： 1）计算量减小 2）逆向递推 3）自后向前的多级决策

  2. 二、离散系统的动态规划 1、问题描述

  3. 2、基本假设： 3、递推方程

  4. 应用动态规划递推解题过程示意图

More Related