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Avtomatika i Telemekhanika, 2016, Issue 9, Pages 150–166 (Mi at14555)  
This article is cited in 2 scientific papers (total in 2 papers)

Control in Social Economic Systems, Medicine, and Biology

A new effective dynamic program for an investment optimization problem

E. R. Gafarova, A. Dolguib, A. A. Lazarevcdae, F. Wernerf

a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Ecole Nationale Supérieure des Mines, IRCCYN, UMR CNRS 6597, Nantes, France
c Lomonosov Moscow State University, Moscow, Russia
d Moscow Institute of Physiscs and Technology, Dolgoprudny, Russia
e International Laboratory of Decision Choice and Analysis, National Research University, Higher School of Economics, Moscow, Russia
f Fakultät für Mathematik, Otto-von-Guericke-Universitäat Magdeburg, Magdeburg, Germany
Full-text PDF (1939 kB) Citations (2)
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Abstract: After a series of publications of T. E. O'Neil et al. (e.g. in 2010), dynamic programming seems to be the most promising way to solve knapsack problems. Some techniques are known to make dynamic programming algorithms (DPA) faster. One of them is the graphical method that deals with piecewise linear Bellman functions. For some problems, it was previously shown that the graphical algorithm has a smaller running time in comparison with the classical DPA and also some other advantages. In this paper, an exact graphical algorithm (GrA) and a fully polynomial-time approximation scheme based on it are presented for an investment optimization problem having the best known running time. The algorithms are based on new Bellman functional equations and a new way of implementing the GrA.
Funding agency Grant number
Russian Foundation for Basic Research 13-01-12108
13-08-13190
15-07-03141
15-07-07489
German Academic Exchange Service (DAAD) DAAD A/1400328
Ministry of Education and Science of the Russian Federation RFMEFI58214X0003
This work has been supported by the Russian Foundation for Basic Research, projects nos. 13-01-12108, 13-08-13190, 15-07-03141, 15-07-07489 and DAAD A/1400328 and HSE Faculty of Economics. Research was supported by The Ministry of Education and Science of Russia, unique identifier – RFMEFI58214X0003.
Presented by the member of Editorial Board: M. V. Goubko

Received: 23.07.2015
English version:
Automation and Remote Control, 2016, Volume 77, Issue 9, Pages 1633–1648
DOI: https://doi.org/10.1134/S0005117916090101
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. R. Gafarov, A. Dolgui, A. A. Lazarev, F. Werner, “A new effective dynamic program for an investment optimization problem”, Avtomat. i Telemekh., 2016, no. 9, 150–166; Autom. Remote Control, 77:9 (2016), 1633–1648
Citation in format AMSBIB
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\pages 150--166
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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