Control-aggregation-based decomposition in dynamic programming

Общая информация

 Аннотация

    Decomposition for finding opimal solution for block-separable dynamic programming problems is proposed. The method is based on aggregation an disaggregation of controls. The optimality criterion for intermediate solutions is proved. The monotonicity of the iterative process with respect to the functional is deduced. The effectiveness of the method is illustrated by an example.

 Ключевые слова

    decomposition; aggregation of controls; optimal solution; block-separable dynamic programming; disaggregation; optimality criteria for intermediate solutions
 

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