Search for all solutions to the dynamic programming problem if their multicriteria estimates coincide

Бесплатный доступ

Among the mathematical methods used in economics, a prominent place is occupied by the dynamic programming method, with the help of which the optimal control of multi-stage processes is organized. The disadvantage of this method is the impossibility of calculating all solutions to the problem if their criteria-based estimates coincide. The fact of the existence of several optimal trajectories of a multi-step process may mean that the task is not set correctly, in the sense that the assigned criteria do not fully characterize the system under study. This means that the traditional method of dynamic programming needs to be refined in case of the existence of several optimal trajectories with the same value of the criterion. This article proposes the most general version of such refinement, namely, a multi-criteria numerical scheme is generalized. For a more visual representation of calculations and the result of the study, we will describe the discrete dynamic programming problem in terms of graph theory...

Еще

Mathematical methods, economics, dynamic programming, multi-stage processes, algorithm correctness

Короткий адрес: https://sciup.org/140248329

IDR: 140248329   |   DOI: 10.20914/2310-1202-2020-1-398-403

Статья научная