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Operations Research Models and Methods
Models Section
Dynamic Programming Supplements

Supplements are PDF files covering subjects not included in the textbook.

Unit Forward Recursion

Instead of starting at a final state and working backwards, for many problems it is possible to determine the optimum by an opposite procedure called forward recursion. Backward recovery is then used to identify the optimal path. The procedure may be more convenient for some classes of problems, but for those in which the final state set is unknown, it is the only feasible approach. Forward recursion also leads to a very powerful procedure called reaching, described in the next section.

Unit Reaching

Backward and forward recursion are known as pulling methods because the optimal decision policy d*(s) tells us how to pull ourselves into a particular state from a predecessor state. Reaching is an alternative solution technique that combines the forward generation of states with forward recursion on an acyclic network. In effect, the optimal decision policy is derived while the state space is being generated, a concurrent operation. When all the states have been generated, the optimization is complete. The solution is found with the backward recovery procedure.

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Operations Research Models and Methods
by Paul A. Jensen & Jonathan F. Bard
Copyright 2001 - All rights reserved