DP-GP OPTIMIZATION: A GEOMETRIC PROGRAMMING APPROXIMATION TECHNIQUEFOR CURSE OF DIMENSIONALITY IN DYNAMIC PROGRAMMING AND ITS REAL-LIFE APPLICATION
Keywords:
dynamic programming, curse of dimensionality, geometric programming, optimal cost for decision making, optimal allocation policyDOI:
https://doi.org/10.17654/0974165825037Abstract
In this paper, we develop an optimization method for solving the problem of the curse of dimensionality in dynamic programming. The method has the advantage of providing a cost for decision-making and eliminates the curse of dimensionality, which restricts the application of dynamic programming to only small classes of problems and, therefore, restricts the real-life application of dynamic programming. We established some relationships between geometric programming and dynamic programming parameters. We applied the method to a problem on course allocation and obtained the cost for course allocation and the optimal decision policy to be (0.1, 0.2, 1, 3).
Received: October 24, 2024
Accepted: March 7, 2025
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