ABSTRACT
In dynamic programming, when the current policy decision and the state completely determine the state of the next stage, it is called deterministic dynamic programming. Let the state at stage n be denoted by sn. The policy
decision xn transforms this state to sn+1 at the next stage n + 1. The function f sn n+ +1 1* ( ) is the optimal value of the objective function to which the contribution made by xn decision is to be added (Figure 11.1). This provides the contribution of n stages and is given by fn (sn, xn). This function is optimized with respect to xn to give f s f s xn n n n n* , * .( ) ( )= The procedure is repeated by moving back one stage.
