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Discrete homing problems

Lefebvre M., Kounta M

Archives of Control Sciences

2013

Vol. 23, no. 1

5-18

We consider the so-called homing problem for discrete-time Markov chains. The aim is to optimally control the Markov chain until it hits a given boundary. Depending on a parameter in the cost function, the optimizer either wants to maximize or minimize the time spent by the controlled process in the continuation region. Particular problems are considered and solved explicitly. Both the optimal control and the value function are obtained.

Dynamic Programming: an overview

Sniedovich M.

Control and Cybernetics

2006

Vol. 35, no 3

513-533

Dynamic programing is one of the major problem-solving methodologies in a number of disciplines such as operations research and computer science. It is also a very important and powerful tool of thought. But not all is well on the dynamic programming front. There is definitely lack of commercial software support and the situation in the classroom is not as good as it should be. In this paper we take a bird's view of dynamic programming so as to identify ways to make it more accessible to students, academics and practitioners alike.

Dijkstra's algorithm revisited: the dynamic programming connexion

Sniedovich M.

Control and Cybernetics

2006

Vol. 35, no 3

599-620

Dijkstra's Algorithm is one of the most popular algorithms in computer science. It is also popular in operations research. It is generally viewed and presented as a greedy algorithm. In this paper we attempt to change this perception by providing a dynamic programming perspective on the algorithm. In particular, we are reminded that this famous algorithm is strongly inspired by Bellman's Principle of Optimality and that both conceptually and technically it constitutes a dynamic programming successive approximation procedure par excellence. One of the immediate implications of this perspective is that this popular algorithm can be incorporated in the dynamic programming syllabus and in turn dynamic programming should be (at least) alluded to in a proper exposition/teaching of the algorithm.