运筹学_25_26.ppt

Schl of Mechatronics Eng, UESTC June 3rd, 2009 DP Problem Formulation-Backward and Forward Recursions Instructor: Dr. Qiang Miao Office: 303 West, Main Building Tel: 028Email: mqiang@uestc.edu.cn Brief Review of Last Lecture Equipment replacement problem Brief introduction of DP formulation-backward recursion Goals of Today’s Lecture Further discussions on DP formulation: Backward Recursion (with some examples) Introduction of another method, DP formulation: Forward Recursion DP Formulation: Backward Recursion For a min problem, ft(i)=min{(cost during stage t)+ft+1(new state at stage t+1)} Here, ft(i) is the minimum cost incurred from stage t to the end, given that at stage t the state is i. Identification of stage, state, decision before formulating backward recursion. Three Aspects in the Formulation of DP Recursions The set of decisions that is allowable, or feasible, for the given state and stage. How the cost during the current stage depends on the value of t, the current state, and the decision chosen at stage t. How the state at stage t+1 depends on the value of t, the state at stage t, and the decision chosen at stage t. Example of Fishing A revenue of r(x) is earned with x fishes being sold in year t. Cost of catching x fishes in a year: c(x,b), where b is the number of fishes at the beginning of the year. Fish reproduction rate: 20%. At the beginning, there are 10,000 fishes. Determine a recursion that can be used to maximize the owner’s net profits over a T-year time period. Recursion Formulation Stage: each year as a stage, with T=5 stages. Decision: the number of fishes xt caught during year t. State: the number of fishes bt at the beginning of year t. ft(bt): the maximum net profit being earned from fish catching during years t,t+1,…,T. Three aspects: Allowable decisions? 0≤xt≤bt Net profit in stage t? r(xt) – c(xt, bt) The state in stage t+1? 1.2(bt – xt) Then, Incorporating Time Influence