《系统工程第六章》ppt课件

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1、Chapter6DynamicProgramming(2007)Dynamicprogrammingisausefulmathematicaltechniqueformakingasequenceofinterrelateddecisions.Itprovidesasystematicprocedurefordeterminingtheoptimalcombinationofdecisions.Incontrasttolinearprogramming,theredoesnotexistastandardmathematicalformula

2、tionof"the"dynamicprogrammingproblem.Rather,dynamicprogrammingisageneraltypeofapproachtoproblemsolving,andtheparticularequationsusedmustbedevelopedtofiteachsituation.Therefore,acertaindegreeofingenuityandinsightintothegeneralstructureofdynamicprogrammingproblemsisrequiredto

3、recognizewhenandhowaproblemcanbesolvedbydynamicprogrammingprocedures.Theseabilitiescanbestbedevelopedbyanexposuretoawidevarietyofdynamicprogrammingapplicationsandastudyofthecharacteristicsthatarecommontoallthesesituations.Alargenumberofillustrativeexamplesarepresentedforthi

4、spurpose.6.1APROTOTYPEEXAMPLEFORDYNAMICPROGRAMMINGEXAMPLE1:TheStagecoachProblemTheSTAGECOACHPROBLEMisaproblemspeciallyconstructedtoillustratethefeaturesandtointroducetheterminologyofdynamicprogramming.ItconcernsamythicalfortuneseekerinMissouriwhodecidedtogowesttojointhegold

5、rushinCaliforniaduringthemid-19thcentury.Thejourneywouldrequiretravelingbystagecoachthroughunsettledcountrywheretherewasseriousdangerofattackbymarauders(掠夺者).Althoughhisstartingpointanddestinationwerefixed,hehadconsiderablechoiceastowhichstates(orterritoriesthatsubsequently

6、becamestates)totravelthroughenroute.ThepossibleroutesareshowninFig.6.l,whereeachstateisrepresentedbyacircledletterandthedirectionoftravelisalwaysfromlefttorightinthediagram.Thus,fourstages(stagecoachruns)wererequiredtotravelfromhispointofembarkationinstateA(Missouri)tohisde

7、stinationinstateJ(California).Thisfortuneseekerwasaprudent（谨慎的）manwhowasquiteconcernedabouthissafety.Aftersomethought,hecameupwitharathercleverwayofdeterminingthesafestroute.Lifeinsurancepolicieswereofferedtostagecoachpassengers.Becausethecostofthepolicyfortakinganygivensta

8、gecoachrunwasbasedonacarefulevaluationofthesafetyofthatrun,thesafestrouteshouldbet