Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming

Abstract

Clarifies the relationship between the Bellman principle of optimality and the recursive functional equation of dynamic programming by optimum operators of pansystems methodology. Instead of the Bellman principle of optimality, two generalized principles of optimality are proposed by which a necessary and sufficient condition for the fundamental equation is obtained. A discrete generalized dynamic programming model is set up in detail. Some discrete optimization problems which cannot be treated by ordinary dynamic programming may be solved by the generalized model with the construction of appropriate optimum operators.

Citation

Chen, B. (1997), "Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming", Kybernetes, Vol. 26 No. 3, pp. 316-333. https://doi.org/10.1108/03684929710163209