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POSTOPTIMALITY ANALYSIS IN DYNAMIC PROGRAMMING
Journal article   Peer reviewed

POSTOPTIMALITY ANALYSIS IN DYNAMIC PROGRAMMING

M. A. Rosenman, A. D. Radford and J. S. Gero
Engineering optimization, v 4(4), pp 207-214
01 Jan 1980

Abstract

A method is described for postoptimal stability analysis of a large class of serial and nonserial dynamic programming problems, The analysis examines the stability of an optimal policy subject to changes in the returns associated with values of the state variables or relationships between values at different stages. A practical worked example is presented and the usefulness of the results is demonstrated.

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