A Tutorial on Dynamic Programming

Michael A. Trick

Mini V, 1997

• Contents
• First Example
• A second example
• Common Characteristics
• The Knapsack Problem.
• An Alternative Formulation
• Equipment Replacement
• The Traveling Salesperson Problem
• Nonadditive Recursions
• Stochastic Dynamic Programming
  • Uncertain Payoffs
  • Uncertain States
  • ``Linear'' decision making
• About this document ...