Recursive implementation of dynamic programming problems.

Andruckin A.I., Poletaev V.A.

The paper discusses the recursive implementation of the known problems that can be solved using dynamic programming method. The optimal control problem, the problem of optimal allocation of resources, the problem of optimal replacement equipment are presented. General algorithm for solving dynamic programming problems presented. Advantages and disadvantages of the application of the principle of Bellman and recursion are discussed in software implementations. Сomputing results are shown. Mathematica package was used in the calculations. Key words: dynamic programming, Bellman principle, recursion.


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