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11
Dynamic Programming
Dynamic programming is a useful mathematical technique for making a sequence of in-
terrelated decisions. It provides a systematic procedure for determining the optimal com-
bination of decisions.
In contrast to linear programming, there does not exist a standard mathematical for-
mulation of “the” dynamic programming problem. Rather, dynamic programming is a gen-
eral type of approach to problem solving, and the particular equations used must be de-
veloped to fit each situation. Therefore, a certain degree of ingenuity and insight into the
general structure of dynamic programming problems is required to recognize when and
how a problem can be solved by dynamic programming procedures. These abilities can
best be developed by an exposure to a wide variety of dynamic programming applications
and a study of the characteristics that are common to all these situations. A large number
of illustrative examples are presented for this purpose.
11.1 A PROTOTYPE EXAMPLE FOR DYNAMIC PROGRAMMING
EXAMPLE 1 The Stagecoach Problem
The STAGECOACH PROBLEM is a problem specially constructed
1
to illustrate the fea-
tures and to introduce the terminology of dynamic programming. It concerns a mythical
fortune seeker in Missouri who decided to go west to join the gold rush in California dur-
ing the mid-19th century. The journey would require traveling by stagecoach through un-
settled country where there was serious danger of attack by marauders. Although his start-
ing point and destination were fixed, he had considerable choice as to which states (or
territories that subsequently became states) to travel through en route. The possible routes
are shown in Fig. 11.1, where each state is represented by a circled letter and the direc-
tion of travel is always from left to right in the diagram. Thus, four stages (stagecoach
runs) were required to travel from his point of embarkation in state A (Missouri) to his
destination in state J (California).
This fortune seeker was a prudent man who was quite concerned about his safety. Af-
ter some thought, he came up with a rather clever way of determining the safest route. Life
1
This problem was developed by Professor Harvey M. Wagner while he was at Stanford University.
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