系統(tǒng)工程第六章ppt課件-文庫吧資料
2024-09-05 04:14本頁面
【正文】 ous stages. Therefore, the optimal immediate decision depends on only the current state and not on how you got there. This is the principle of optimality for dynamic programming. 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING Given the state in which the fortune seeker is currently located, the optimal life insurance policy (and its associated route) from this point onward is independent of how he got there. For dynamic programming problems in general, knowledge of the current state of the system conveys all the information about its previous behavior necessary for determining the optimal policy henceforth（今后） . Any problem lacking this property cannot be formulated as a dynamic programming problem. 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING 6. The solution procedure begins by finding the optimal policy for the last stage. The optimal policy for the last stage prescribes the optimal policy decision for each of the possible states at that stage. The solution of this onestage problem is usually trivial, as it was for the stagecoach problem, 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING 7. A recursive relationship that identifies the optimal policy for stage n, given the optimal policy for stage n + 1, is available. For the stagecoach problem, this recursive relationship was 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING 8. When we use this recursive relationship, the solution procedure starts at the end and moves backward stage by stage each time finding the optimal policy for that stage until it finds the optimal policy starting at the initial stage. 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING DETERMINISTIC DYNAMIC PROGRAMMING This section further elaborates upon the dynamic programming approach to deterministic problems, where the state at the next stage is pletely determined by the state and policy decision at the current stage. The probabilistic case, where there is a probability distribution for what the next state will be, is discussed in the next section. Deterministic dynamic programming can be described diagrammatically as shown in Fig. . 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING One way of categorizing deterministic dynamic programming problems is by the form of the objective function. For example, the objective might be to minimize the sum of the contributions from the individual stages (as for the stagecoach problem), or to maximize such a sum, or to minimize a product of such terms, and so on. 重慶大學(xué)制造工程研究所副所長 鄢萍 教授 博士 ?2022SYSTEMS ENGINEERING EXAMPLE 2: Distributing Medical Teams to Countries The WORLD HEALTH COUNCIL is devoted to improving health care in the underdeveloped countries of the world. It now has five medical teams available to allocate among three such countries to improve their medical care, health education, and training programs. Therefore, the council needs to determine how many teams (if any) to allocate to each of these countries to maximize the total effectiveness of the five teams. The teams
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