2005, Volume 7, Issue 2
Strategic Study of CAE >> 2005, Volume 7, Issue 2
The Forward Recurrent Method for Dynamic Programming
1. School of Electrical and Automation Engineering, Tianjin University, Tianjin 300072, China
2. Shandong Provincial Architectural Design & Research Institute, Jinan 250001, China
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Abstract
Backward recurrent method is usually adopted in seeking optimal solution by dynamic programming. A forward recurrent method to find optimal solution by dynamic programming is presented on the basis of an instance. The fundamental equation of dynamic programming and Millton-Jacobi's equation are also derived. It's an exploratory study on optimal solution of dynamic programming. An amount of work is reduced in calculating by using forward recurrent method, while applied range of the method is expanded.
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