A New Effective Dynamic Program for an Investment Optimization Problem

Abstract : After a series of publications of T.E. O'Neil et al. (e.g. in 2010), dynamic programming seems to be the most promising way to solve knapsack problems. Some techniques are known to make dynamic programming algorithms (DPA) faster. One of them is the graphical method that deals with piecewise linear Bellman functions. For some problems, it was previously shown that the graph- ical algorithm has a smaller running time in comparison with the classical DPA and also some other advantages. In this paper, an exact graphical algorithm (GrA) and a fully polynomial-time approximation scheme based on it are pre- sented for an investment optimization problem having the best known running time. The algorithms are based on new Bellman functional equations and a new way of implementing the GrA.
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Article dans une revue
Automation and Remote Control / Avtomatika i Telemekhanika, MAIK Nauka/Interperiodica, 2016, 77 (9), pp.1511-1527
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https://hal-emse.ccsd.cnrs.fr/emse-01250994
Contributeur : Florent Breuil <>
Soumis le : mardi 5 janvier 2016 - 14:55:32
Dernière modification le : mercredi 18 janvier 2017 - 01:04:48

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  • HAL Id : emse-01250994, version 1

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Evgeny R. Gafarov, Alexandre Dolgui, Alexander A. Lazarev, Frank Werner. A New Effective Dynamic Program for an Investment Optimization Problem. Automation and Remote Control / Avtomatika i Telemekhanika, MAIK Nauka/Interperiodica, 2016, 77 (9), pp.1511-1527. 〈emse-01250994〉

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