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CHAPTER 10: DYNAMIC PROGRAMMING
10.2-1.
(a) The nodes of the network can be divided into "layers" such that the nodes in the 8th
layer are accessible from the origin only through the nodes in the Ð8 "Ñst layer. These
layers define the stages of the problem, which can be labeled as 8 œ "ß #ß $ß %. The nodes
constitute the states.
Let W8 denote the set of the nodes in the 8th layer of the network, i.e., W" œ ÖS×, W# œ
ÖEß Fß G×, W$ œ ÖHß I× and W% œ ÖX ×. The decision variable B8 is the immediate
destination at stage 8. Then the problem can be formulated as follows:
08‡ Ð=Ñ œ ‡
min Ò-=B8 08" ÐB8 ÑÓ ´ min 08 Ð=ß B8 Ñ for = − W8 and 8 œ "ß #ß $
B8 −W8" B8 −W8"
0%‡ ÐX Ñ œ !
(b) The shortest path is S F H X .
10-1
(d) Shortest-Path Algorithm:
Solved nodes Closest 8th Distance to
directly connected connected total nearest 8th nearest Last
8 to unsolved nodes unsolved node distance node node connection
1 S F ' F ' SF
# S G ( G ( SG
F H ' ( œ "$
$ S E * E * SE
F H ' ( œ "$
G I ( ' œ "$
% E H * & œ "% H "$ FH
F H ' ( œ "$
G I ( ' œ "$ I GI
& H X "$ ' œ "* X "* HX
I X "$ ( œ #!
The shortest-path algorithm required ) additions and ' comparisons whereas dynamic
programming required ( additions and $ comparisons. Hence, the latter seems to be more
efficient for shortest-path problems with "layered" network graphs.
10.2-2.
(a)
10-2
(b) The regions are the stages and the number of salespeople remaining to be allocated at
stage 8 are possible states at stage 8, say =8 . Let B8 be the number of salespeople
assigned to region 8 and -8 ÐB8 Ñ be the increase in sales in region 8 if B8 salespeople are
assigned to it. Number of stages: 3.
=$ 0$‡ Ð=$ Ñ B‡$ 0# Ð=# ß B# Ñ
" $# " =# " # $ % 0#‡ Ð=# Ñ B‡#
# %' # # &' &' 1
$ (! $ $ (! (* (* #
% )% % % *% *$ *& *& $
& "!) ""( "!* ""! ""( #
0" Ð=" ß B" Ñ
=" " # $ % 0"‡ Ð=" Ñ B‡"
' "&( "%* "&( "&& "&( "ß $
The optimal solutions are ÐB‡" œ ", B‡# œ #, B‡$ œ $Ñ and ÐB‡" œ $, B‡# œ #, B‡$ œ "Ñ.
10.2-3.
(a) The five stages of the problem correspond to the five columns of the network graph.
The states are the nodes of the graph. Given the activity times >34 , the problem can be
formulated as follows:
08‡ Ð=Ñ œ max Ò>=B8 08"
‡
ÐB8 ÑÓ
B8
0'‡ Ð*Ñ œ !
(b) The critical paths are " Ä # Ä % Ä ( Ä * and " Ä # Ä & Ä ( Ä *.
10-3
(c) Interactive Deterministic Dynamic Programming Algorithm: Number of stages: 4
10.2-4.
(a) FALSE. It uses a recursive relationship that enables solving for the optimal policy for
stage 8 given the optimal policy for stage Ð8"Ñ [Feature 7, Section 10.2, p.446].
(b) FALSE. Given the current state, an optimal policy for remaining stages is
independent of the policy decisions adopted in previous stages. Therefore, the optimal
immediate decision depends on only the current state and not on how you got there. This
is the Principle of Optimality for dynamic programming [Feature 5, Section 10.2, p.446].
(c) FALSE. The optimal decision at any stage depends on only the state at that stage and
not on the past. This is again the Principle of Optimality [Feature 5, Section 10.2, p.446].
10.3-1.
The Military Airlift Command (MAC) employed dynamic programming in scheduling its
aircraft, crew and mission support resources during Operation Desert Storm. The primary
goal was to deliver cargo and passengers on time in an environment with time and space
constraints. The missions are scheduled sequentially. The schedule of a mission imposes
resource constraints on the schedules of following missions. A balance among various
objectives is sought. In addition to maximizing timely deliveries, MAC aimed at reducing
late deliveries, total flying time of each mission, ground time and frequency of crew
changes. Maximizing on-time deliveries is included in the model as a lower bound on the
load of the mission. The problem for any given mission is then to determine a feasible
schedule that minimizes a weighted sum of the remaining objectives. The constraints are
the lower bound constraints, crew and ground-support availability constraints. Stages are
the airfields in the network and states are defined as airfield, departure time, and
remaining duty day. The solution of the problem is made more efficient by exploiting the
special structure of the objective function.
The software developed to solve the problems cost around $2 million while the airlift
operation cost over $3 billion. Hence, even a small improvement in efficiency meant a
considerable return on investment. A systematic approach to scheduling yielded better
10-4
coordination, improved efficiency, and error-proof schedules. It enabled MAC not only
to respond quickly to changes in the conditions, but also to be proactive by evaluating
different scenarios in short periods of time.
10.3-2.
Let B8 be the number of crates allocated to store 8, :8 ÐB8 Ñ be the expected profit from
allocating B8 to store 8 and =8 be the number of crates remaining to be allocated to stores
5 8. Then 08‡ Ð=8 Ñ œ max Ò:8 ÐB8 Ñ 08" ‡
Ð=8 B8 ÑÓ. Number of stages: 3
!ŸB8 Ÿ=8
10-5
10.3-3.
Let B8 be the number of study days allocated to course 8, :8 ÐB8 Ñ be the number of grade
points expected when B8 days are allocated to course 8 and =8 be the number of study
days remaining to be allocated to courses 5 8. Then
08‡ Ð=8 Ñ œ max ‡
Ò:8 ÐB8 Ñ 08" Ð=8 B8 ÑÓ.
"ŸB8 ŸminÐ=8 ß%Ñ
Number of stages: 4
=% 0%‡ Ð=% Ñ B‡%
" % "
# % #
$ & $
% ) %
0$ Ð=$ ß B$ Ñ
=$ " # $ % 0$‡ Ð=$ Ñ B‡$
# ) ) 1
$ ) "! "! #
% * "! "" "" $
& "# "" "" "$ "$ %
0# Ð=# ß B# Ñ
=# " # $ % 0#‡ Ð=# Ñ B‡#
$ "$ "$ 1
% "& "% "& "
& "' "' "' "' "ß #ß $
' ") "( ") "' ") "ß $
0" Ð=" ß B" Ñ
=" " # $ % 0"‡ Ð=" Ñ B‡"
( "* "* #" #" #" $ß %
Optimal Solution B‡" B‡# B‡$ B‡%
" $ " # "
# % " " "
10-6
10.3-4.
Let B8 be the number of commercials run in area 8, :8 ÐB8 Ñ be the number of votes won
when B8 commercials are run in area 8 and =8 be the number of commercials remaining
to be allocated to areas 5 8. Then
08‡ Ð=8 Ñ œ ‡
max Ò:8 ÐB8 Ñ 08" Ð=8 B8 ÑÓ.
!ŸB8 Ÿ=8
Number of stages: 4
10-7
10.3-5.
Let B8 be the number of workers allocated to precinct 8, :8 ÐB8 Ñ be the increase in the
number of votes if B8 workers are assigned to precinct 8 and =8 be the number of
workers remaining at stage 8. Then
08‡ Ð=8 Ñ œ ‡
max Ò:8 ÐB8 Ñ 08" Ð=8 B8 ÑÓ.
!ŸB8 Ÿ=8
Number of stages: 4
10-8
10.3-6.
Let &B8 be the number of jet engines produced in month 8 and =8 be the inventory at the
beginning of month 8. Then 08‡ Ð=8 Ñ is:
‡
min Ò-8 B8 .8 maxÐ=8 B8 <8 ß !Ñ 08" ÐmaxÐ=8 B8 <8 ß !ÑÑÓ
maxÐ<8 =8 ß!ÑŸB8 Ÿ78
10-9
10.3-7.
(a) Let B8 be the amount in million dollars spent in phase 8, =8 be the amount in million
dollars remaining, :" ÐB" Ñ be the initial share of the market attained in phase 1 when B" is
spent in phase 1, and :8 ÐB8 Ñ be the fraction of this market share retained in phase 8 if B8
is spent in phase 8, for 8 œ #ß $. Number of stages: 3
=$ 0$‡ Ð=$ Ñ B‡$
! !Þ$ !
" !Þ& "
# !Þ' #
$ !Þ( $
0# Ð=# ß B# Ñ
=# ! " # $ 0#‡ Ð=# Ñ B‡#
! !Þ!' !Þ!' !
" !Þ" !Þ"# !Þ"# "
# !Þ"# !Þ# !Þ"& !Þ# "
$ !Þ"% !Þ#% !Þ#& !Þ") !Þ#& #
0" Ð=" ß B" Ñ
=" " # $ % 0"‡ Ð=" Ñ B‡"
% & ' %Þ) $ ' #
The optimal solution is B‡" œ #, B‡# œ ", and B‡$ œ ". Hence, it is optimal to spend two
million dollars in phase 1 and one million dollar in each one the phases 2 and 3. This will
result in a final market share of 6%.
(b) Phase 3: = 0$‡ Ð=Ñ B‡$
!Ÿ=Ÿ% !Þ' !Þ!(= =
Phase 2: 0# Ð=ß B# Ñ œ Ð!Þ% !Þ"B# ÑÒ!Þ' !Þ!(Ð= B# ÑÓ
œ !Þ!(B## Ð!Þ!(= !Þ!$#ÑB# Ð!Þ#% !Þ!#)=Ñ
`0# Ð=ßB# Ñ = "'
`B# œ !Þ!"%B# !Þ!!(= !Þ!$# œ ! Ê B‡# œ # (
If = Ÿ #= "'( : B‡# œ = because 0# Ð=ß B# Ñ is strictly increasing on the interval Ò!ß #= "'
( Ó,
so on Ò!ß =Ó.
10-10
= "' = "'
If = # (: B‡# œ # ( because then the global maximizer is feasible.
We can summarize this result as:
B‡# Ð=Ñ œ minŠ #= ( ß = ‹.
"'
$# = "'
Now since ! Ÿ = Ÿ % Ÿ (, =Ÿ # (, so B‡# Ð=Ñ œ = and 0#‡ Ð=Ñ œ !Þ!'= !Þ#%.
Phase 1: 0" Ð%ß B" Ñ œ Ð"!B" B#" ÑÒ!Þ!'Ð% B" Ñ !Þ#%Ó
œ !Þ!'B$" "Þ!)B#" %Þ)B"
`0" Ð%ßB" Ñ
`B" œ !Þ")B#" #Þ"'B" %Þ) œ !
#Þ"'„È#Þ"'# %Ð!Þ")ÑÐ%Þ)Ñ
Ê B‡" œ #Ð!Þ")Ñ œ #Þ*%& or *Þ!&&.
The derivative of 0" Ð%ß B" Ñ is nonnegative for B" Ÿ #Þ*%& and B" *Þ!&& and
nonpositive otherwise, so 0" Ð%ß B" Ñ is nonincreasing on the interval Ò#Þ*%&ß *Þ!&&Ó, and
nondecreasing else. Thus, 0" Ð%ß B" Ñ attains its maximum over the interval Ò!ß %Ó at
B‡" œ #Þ*%& with 0"‡ Ð%Ñ œ 'Þ$!#. Accordingly, it is optimal to spend #Þ*%& million dollars
in Phase 1, "Þ!&& in Phase 2 and Phase 3. This returns a market share of 6.302%.
10.3-8.
Let B8 be the number of parallel units of component 8 that are installed, :8 ÐB8 Ñ be the
probability that the component will function if it contains B8 parallel units, -8 ÐB8 Ñ be the
cost of installing B8 units of component 8, =8 be the amount of money remaining in
hundreds of dollars. Then
08‡ Ð=8 Ñ œ max ‡
Ò:8 ÐB8 Ñ08" Ð=8 -8 ÐB8 ÑÑÓ
B8 œ!ßáßminÐ$ß!=8 Ñ
10-11
0$ Ð=$ ß B$ Ñ
=$ ! " # $ 0$‡ Ð=$ Ñ B‡$
! ! ! !
"ß # ! ! ! !ß "
$ ! !Þ$& ! !Þ$& "
% ! !Þ%* ! ! !Þ%* "
& ! !Þ'$ !Þ%! ! !Þ'$ "
' ! !Þ'$ !Þ&' !Þ%& !Þ'$ "
( ! !Þ'$ !Þ(# !Þ'$ !Þ(# #
) Ÿ =$ Ÿ "! ! !Þ'$ !Þ(# !Þ)" !Þ)" $
0# Ð=# ß B# Ñ œ P# ÐB# Ñ0$‡ Ð=# -# ÐB# ÑÑ
0# Ð=# ß B# Ñ
=# ! " # $ 0#‡ Ð=# Ñ B‡#
!ß " ! ! !
#ß $ ! ! ! !ß "
% ! ! ! ! !ß "ß #
& ! !Þ#"! ! ! !Þ#"! "
' ! !Þ#*% ! ! !Þ#*% "
( ! !Þ$() !Þ#%& ! !Þ$() "
) ! !Þ$() !Þ$%$ !Þ#)! !Þ$() "
* ! !Þ%$# !Þ%%" !Þ$*# !Þ%%" #
"! ! !Þ%)' !Þ%%" !Þ&!% !Þ&!% $
0" Ð=" ß B" Ñ œ P" ÐB" Ñ0#‡ Ð=" -" ÐB" ÑÑ
0" Ð=" ß B" Ñ
=" ! " # $ 0"‡ Ð=" Ñ B‡"
"! ! !Þ## !Þ##( !Þ$!# !Þ$!# $
The optimal solution is B‡" œ $, B‡# œ ", B‡$ œ " and B‡% œ $, yielding a system reliability
of 0.3024.
10.3-9.
The stages are 8 œ "ß # and the state is the amount of slack remaining in the constraint,
the goal is to find 0"‡ Ð%Ñ.
=# 0#‡ Ð=# Ñ B‡# 0" Ð=" ß B" Ñ
! ! ! =" ! " # $ % 0"‡ Ð=" Ñ B‡"
" ! ! % "# ' ) ! "' "# !
# % "
$ % "
% "# #
The optimal solution is B‡" œ ! and B‡# œ #.
10-12
10.3-10.
The stages are 8 œ "ß #ß $ and the state is the slack remaining in the constraint, the goal is
to find 0"‡ Ð#!Ñ.
=$ 0$‡ Ð=$ Ñ B‡$ 0# Ð=# ß B# Ñ
!% ! ! =# ! " # 0#‡ Ð=# Ñ B‡#
&* #! " !% ! ! !
"! "% %! # &' #! #! !
"& "* '! $ (* #! $! $! "
#! )! % "! "" %! $! %! !
"# "$ %! &! &! "
"% %! &! '! '! #
"& "' '! &! '! '! !ß #
"( ") '! (! '! (! "
"* '! (! )! )! #
#! )! (! )! )! !ß #
0" Ð=" ß B" Ñ
=" ! " # $ % & ' 0"‡ Ð=" Ñ B‡"
#! )! "!! ""' "") "#' "$! "#! "$! &
The optimal solution is B‡" œ &, B‡# œ !, B‡$ œ " with an objective value D ‡ œ "$!.
10.3-11.
Let =8 denote the slack remaining in the constraint.
0#‡ Ð=# Ñ œ max ˆ$'B# $B#$ ‰
Ú ! for ! Ÿ B #
!ŸB# Ÿ=#
*B## Û Ê B‡# œ œ
#
`0# Ð=ßB# Ñ =# for ! Ÿ =# #
Ü ! for B# #
`B# œ $' œ ! for B# œ #
# for # Ÿ =# Ÿ $
œ max Û
" " "
!ŸB" Ÿ"
Ü "ŸB
max Ò$'B" *B#" 'B"$ $'Ð$B" Ñ $Ð$B" Ñ$ Ó
Ú
" Ÿ$
Ý
Ý
Ý Ú
")ÐB#" B" #Ñ ! for ! Ÿ B" Ÿ " Ê B"max œ "
Ý ! for " Ÿ B" # È"$
Û È
Ý
Ý *ÐB#" %B" *ÑÛ œ ! for B" œ # È"$ Ÿ Ê B" œ # "$
`0" Ð$ßB" Ñ
œ
Ý Ý
`B" max
10-13
10.3-12.
08‡ Ð=8 Ñ œ min Ò"!!ÐB8 =8 Ñ# #!!!ÐB8 <8 Ñ 08"
‡
ÐB8 ÑÓ
<8 ŸB8 Ÿ#&&
8 œ %:
=% 0%‡ Ð=% Ñ B‡%
#!! Ÿ =% Ÿ #&& "!!Ð#&& =% Ñ# #&&
8 œ $: 0$ Ð=$ ß B$ Ñ œ "!!ÐB$ =$ Ñ# #!!!ÐB$ #!!Ñ "!!Ð#&& B$ Ñ#
` 0$ Ð=$ ßB$ Ñ
`B$ œ #!!ÐB$ =$ Ñ #!!! #!!Ð#&& B$ Ñ
=$ #%&
œ #!!Ò#B$ Ð=$ #%&ÑÓ œ ! Ê B$ œ #
0#‡ Ð=# Ñ œ "!!Š #=# ##& =# ‹ #!!!Š #=# ##& #%!‹ 0$‡ Š #=# ##& ‹
#
$ $ $
"!!
œ * ÒÐ##& =# Ñ# Ð#&& =# Ñ# Ð#)& =# Ñ# '!Ð$=# '"&ÑÓ.
#=# ##& ` 0# Ð=# ßB# Ñ
If ##! Ÿ =# Ÿ #%(Þ&, $ Ÿ #%! Ÿ B# , so `B# ! and hence B‡# œ #%! and
0#‡ Ð=# Ñ œ "!!Ð#%! =# Ñ# #!!!Ð#%! #%!Ñ 0$‡ Ð#%!Ñ œ "!!Ð#%! =# Ñ# "!"ß #&!.
=# 0#‡ Ð=# Ñ B‡#
##! Ÿ =# Ÿ #%(Þ& "!!Ð#%! =# Ñ# "!"ß #&! #%!
"!! # # # #=# ##&
#%(Þ& Ÿ =# Ÿ #&& * ÒÐ##& =# Ñ Ð#&& =# Ñ Ð#)& =# Ñ '!Ð$=# '"&ÑÓ $
8 œ ": 0" Ð#&&ß B" Ñ œ "!!ÐB" #&&Ñ# #!!!ÐB" ##!Ñ 0#‡ ÐB" Ñ
If ##! Ÿ B" Ÿ #%(Þ&:
` 0# Ð#&&ßB" Ñ
`B" œ #!!ÐB" %)&Ñ œ ! Ê B‡" œ #%#Þ&.
If #%(Þ& Ÿ B" Ÿ #&&:
` 0# Ð#&&ßB" Ñ )!!
`B" œ $ ÐB" #%!Ñ ! Ê B‡" œ #%(Þ&.
The optimal solution is B‡" œ #%#Þ& and
0"‡ Ð#&&Ñ œ "!!Ð#%#Þ& #&&Ñ# #!!!Ð#%#Þ& ##!Ñ 0#‡ Ð#%#Þ&Ñ œ "'#ß &!!.
10-14
=" 0"‡ Ð=" Ñ B‡"
#&& "'#ß &!! #%#Þ&
Summer Autumn Winter Spring
#%#Þ& #%! #%#Þ& #&&
10.3-13.
Let =8 be the amount of the resource remaining at beginning of stage 8.
8 œ $: max Ð%B$ B#$ Ñ
!ŸB$ Ÿ=$
`
`B$ Ð%B$ B#$ Ñ œ % #B$ œ ! Ê B‡$ œ #
`#
`B#$
Ð%B$ B#$ Ñ œ # ! Ê B‡$ œ # is a maximum.
0" Ð%ß #Ñ œ ).
If " Ÿ % #B" Ÿ %: max Ò#B#" #Ð% #B" Ñ "Ó œ Ð#B#" %B" *Ñ
!ŸB" Ÿ="
` #
`B" Ð#B" %B" *Ñ œ %B" % œ ! Ê B" œ "
10-15
`#
`B#"
Ð#B#" %B" *Ñ œ % ! Ê B" œ " is a minimum.
Corner points: " œ % #B" Ê B" œ $Î#, 0" Ð%ß $Î#Ñ œ (Þ&
% œ % #B" Ê B" œ !, 0" Ð%ß !Ñ œ * is maximum.
Hence, B‡" œ !, B‡# œ $, B‡$ œ " and 0"‡ Ð%Ñ œ *.
10.3-14.
8 œ #: min #B## Ê B‡# œ È=# and 0#‡ Ð=# Ñ œ #=# ,
B## =#
10-16
0#‡ Ð=# Ñ œ max Ö%B## 0$‡ Ð=# ÎB# Ñ× œ max Ö%B## "'=# ÎB# ×
"ŸB# Ÿ=# "ŸB# Ÿ=#
` 0# Ð=# ßB# Ñ ` # 0# Ð=# ßB# Ñ
`B# œ %B# "'=# ÎB## and `B##
œ % $#=# ÎB#$ !
`#
`B#"
šB$" %Š "'
B#
‹ "'› œ 'B" #!%ÎB"% ! when B" !
"
`#
`B#"
šB$" % "'Š B%" ‹› œ 'B" "#)ÎB"# ! when B" !
where =
# œ maxÖ=# ß !×.
` 0# Ð=# ßB# Ñ
`B# œ #B# Ð=# "Ñ œ ! Ê B# œ Ð" =# ÑÎ#
` # 0# Ð=# ßB# Ñ
`B##
œ # !, so 0# Ð=# ß B# Ñ is concave in B# .
# , 0# Ð=# ß =# Ñ œ œ
! if =# Ÿ !
B# œ =
=# if =# !
10-17
Ð" =# Ñ# Î# maxÖ!ß =# ×
B# œ Ð" =# ÑÎ# is feasible if and only if =
# Ÿ Ð" =# ÑÎ#, equivalently when =# ".
0#‡ Ð=# Ñ œ œ œ
! if =# Ÿ " ‡ =
# œ =# if =# Ÿ "
# and B# œ
Ð" =# Ñ Î% if =# " Ð" =# ÑÎ# if =# "
#„È%$
`B" š % B#" B" › œ
$
` B" $B#" % #
% #B" " œ ! Ê B" œ $Î# œ $ „ $
ŒV
V"
"!minÖV" Î#ß V# × minÖV" Î#ß V# ×
#
œœ
"!B" $! if ! Ÿ B" Ÿ #
)! "&B" if # Ÿ B" Ÿ )Î$
max 0" Ð'ß )ß B" Ñ œ maxœ max 0" Ð'ß )ß B" Ñß max 0" Ð'ß )ß B" Ñ œ &!
!ŸB" Ÿ)Î$ !ŸB" Ÿ# #ŸB" Ÿ)Î$
and B‡" œ #.
The optimal solution is ÐB‡" ß B‡# Ñ œ Ð#ß #Ñ and D ‡ œ &!.
10-18
10.3-18.
Let = œ ÐV" ß V# Ñ, where V3 is the slack in the 3th constraint.
0$ ÐV" ß V# ß B$ Ñ œ œ
! if B$ œ !
" B$ if B$ !
œœ
" ÐV" Î#Ñ if ! Ÿ V" Ÿ #
! if V" #
B‡$ œ œ "
V Î# if ! Ÿ V" Ÿ #
! if V" #
0# ÐV" ß V# ß B# Ñ œ (B# 0$‡ ÐV" $B# ß V# Ñ
œœ
(B# " ÐV" $B# ÑÎ# if ! Ÿ V" $B# Ÿ #
(B# if V" $B# #
0#‡ ÐV" ß V# Ñ œ max œ!ß max Ð" B$ Ñ œ maxÖ!ß " ÐV" Î#Ñ×
Ú
!ŸB# ŸminÖV" Î$ßV# × !ŸB$ ŸV" Î#
Ü # "
$
V"
if V# Ÿ V"$#
Ú
#
Ý V$" if V$" Ÿ V#
B‡# œ Û V#
Ý
if V"$# Ÿ V# Ÿ V"
Ü V#
$
if V# Ÿ V"$#
0"‡ Ð'ß &Ñ œ max Ò$B" 0#‡ Ð' B" ß & B" ÑÓ
!ŸB" Ÿ&
10.4-1.
Let =8 be the current fortune of the player, E be the event to have $100 at the end and \8
be the amount bet at the 8th match.
0$‡ Ð=$ Ñ œ max ÖPÖEl=$ ××
!ŸB$ Ÿ=$
10-19
&! Ÿ =$ "!!, 0$‡ Ð=$ Ñ œ œ
! if B‡$ Á "!! =$
"Î# if B‡$ œ "!! =$
10-20
Ú
Ý
Ý
Ý
Ý &Î)
$Î% if B" œ !
Ü !Þ*08"
‡ ‡
‡ ‡
Ð=8 Ñ !Þ"08" Ð=8 "!ß !!!Ñ if B8 œ F
=$ 0$‡ Ð=$ Ñ B‡$
! Ÿ =$ "!ß !!! =$ !
=$ "!ß !!! =$ &ß !!! E
0# Ð=# ß B# Ñ
=# ! E F 0#‡ Ð=# Ñ B‡#
! Ÿ =# "!ß !!! =# =# !
"!ß !!! Ÿ =# #!ß !!! =# &ß !!! =# )ß (&! =# 'ß !!! =# )ß (&! E
=# #!ß !!! =# &ß !!! =# "!ß !!! =# 'ß !!! =# "!ß !!! E
0" Ð=" ß B" Ñ
=" ! E F 0"‡ Ð=" Ñ B‡"
"!ß !!! ")ß (&! ##ß &!! "*ß )(& ##ß &!! F
The optimal policy is to invest in E as long as there is enough money. The expected
fortune after three years using this strategy is $##,&!!.
(b) Let B8 and =8 be defined as in (a). Let 08 Ð=8 ß B8 Ñ be the maximum probability of
having at least $#0,000 after 3 years given =8 and B8 .
10-21
0$ Ð=$ ß B$ Ñ
=$ ! E F 0$‡ Ð=$ Ñ B‡$
! Ÿ =$ "!ß !!! ! ! !
"!ß !!! Ÿ =$ #!ß !!! ! !Þ(& !Þ" !Þ(& E
#!ß !!! Ÿ =$ $!ß !!! " !Þ(& " " !ß F
=$ $!ß !!! " " " " !ß Eß F
0# Ð=# ß B# Ñ
=# ! E F 0#‡ Ð=# Ñ B‡#
! Ÿ =# "!ß !!! ! ! !
"!ß !!! Ÿ =# #!ß !!! !Þ(& !Þ(& !Þ((& !Þ((& F
=# #!ß !!! " !Þ(& " " !ß F
0" Ð=" ß B" Ñ
=" ! E F 0"‡ Ð=" Ñ B‡"
"!ß !!! !Þ((& !Þ(& !Þ(*(& !Þ(*(& F
With this objective, there is a number of optimal policies. The optimal action in the first
period is to invest in F . If the return from it is only $"!ß !!!, one is indifferent between
investing in F or not investing at all in the second year. Depending on the second year's
investment choice and its return, third year's starting budget can be either $"!ß !!!,
$#!ß !!! or $$!ß !!!. If it is $"!ß !!!, then it is best to invest it in E. If it is $#!ß !!!,
investing in F or not investing are best. Finally if it is $$!ß !!!, anything is optimal,
since $#!ß !!! is guaranteed. Using this policy, the probability of having at least $#!ß !!!
by the end of the third year is !Þ(*(&.
10.4-3.
08 Ð"ß B8 Ñ œ OÐB8 Ñ B8 Š "$ ‹ 08" Ð"Ñ ’" Š "$ ‹ “08"
B8 B8
‡ ‡
Ð!Ñ
since 08‡ Ð!Ñ œ ! for every 8. 0$‡ Ð"Ñ œ "', 0$‡ Ð!Ñ œ ! and OÐB8 Ñ œ ! if B8 œ !,
OÐB8 Ñ œ $ if B8 !.
0# Ð=# ß B# Ñ
=# ! " # $ % 0#‡ Ð=# Ñ B‡#
! ! ! !
" "' *Þ$$ 'Þ() 'Þ&* (Þ#! 'Þ&* $
0" Ð=" ß B" Ñ
=" ! " # $ % 0"‡ Ð=" Ñ B"‡
" 'Þ&* 'Þ#! &Þ($ 'Þ#% (Þ!) &Þ($ #
The optimal policy is to produce two in the first run and to produce three in the second
run if none of the items produced in the first run is acceptable. The minimum expected
cost is $&(3.
10-22
10.4-4.
08‡ Ð=8 Ñ œ maxš "$ 08"
‡
Ð=8 B8 Ñ #$ 08"
‡
Ð=8 B8 Ñ›,
B8 !
with 0'‡ Ð=' Ñ œ ! for =' & and 0'‡ Ð=' Ñ œ " for =' &.
=& 0&‡ Ð=& Ñ B&‡
! ! !
" ! !
# ! !
$ #Î$ B‡& #
% #Î$ B‡& "
=& & " B‡& Ÿ =& &
0% Ð=% ß B% Ñ
=% ! " # $ % 0%‡ Ð=% Ñ B‡%
! ! ! !
" ! ! ! !
# ! %Î* %Î* %Î* "ß #
$ #Î$ %Î* #Î$ #Î$ #Î$ !Þ#ß $
% #Î$ )Î* #Î$ #Î$ #Î$ )Î* "
=% & " " B‡% Ÿ =% &
0$ Ð=$ ß B$ Ñ
=$ ! " # $ % 0$‡ Ð=$ Ñ B‡$
! ! ! !
" ! )Î#( )Î#( "
# %Î* %Î* "'Î#( "'Î#( #
$ #Î$ #!Î#( #Î$ #Î$ #!Î#( "
% )Î* )Î* ##Î#( #Î$ #Î$ ##Î#( !ß "
=$ & " " B‡$ Ÿ =$ &
0# Ð=# ß B# Ñ
=# ! " # $ % 0#‡ Ð=# Ñ B#‡
! ! ! !
" )Î#( $#Î)" $#Î)" "
# "'Î#( %)Î)" %)Î)" %)Î)" !ß "ß #
$ #!Î#( '%Î)" '#Î)" #Î$ '%Î)" "
% #%Î#( (%Î)" (!Î)" '#Î)" #Î$ (%Î)" "
=# & " " B‡# Ÿ =# &
0" Ð=" ß B" Ñ
=" ! " # 0"‡ Ð=" Ñ B‡"
# %)Î)" "'!Î#%$ "#%Î#%$ "'!Î#%$ "
The probability of winning the bet using the policy given above is "'!Î#%$ œ !Þ'&).
10-23
10.4-5.
Let B8 − ÖEß H× denote the decision variable of quarter 8 œ "ß #ß $, where E and H
represent advertising or discontinuing the product respectively. Let =8 be the level of
sales (in millions) above (=8 !) or below (=8 Ÿ !) the break-even point for quarter
Ð8 "Ñ. Let 08 Ð=8 ß B8 Ñ represent the maximum expected discounted profit (in millions)
from the beginning of quarter 8 onwards given the state =8 and decision B8 .
" ' ,8 " ' ,8 ‡
08 Ð=8 ß B8 Ñ œ $! &’=8 ,8 +8 +8 >.>“ ,8 +8 +8 08" Ð=8 >Ñ>.>,
08 Ð=8 ß HÑ œ #!.
Note that once discontinuing is chosen the process stops.
08‡ Ð=8 Ñ œ maxÖ08 Ð=8 ß EÑß 08 Ð=8 ß HÑ×
8 œ %:
0%‡ Ð=% Ñ œ œ
#! if =% !
%!=% if =% !
8 œ $:
0$ Ð=$ ß HÑ œ #!
0$ Ð=$ ß EÑ œ $! &Ð=$ "Ñ "% '" 0%‡ Ð=$ >Ñ.>,
$
For $ Ÿ =$ Ÿ ",
0$ Ð=$ ß EÑ œ $! &Ð=$ "Ñ "% ’'" $ #!.> '=$ %!Ð=$ >Ñ.>“ œ &Ð=$ %Ñ# '&
= $
10-24
=$ 0$‡ Ð=$ Ñ B‡$
$ Ÿ =$ Ÿ " #! H
" Ÿ =$ Ÿ " &Ð=$ %Ñ# '& E
" Ÿ =$ Ÿ & "& %&=$ E
8 œ #:
0# Ð=# ß HÑ œ #!
0# Ð=# ß EÑ œ $! &Ð=# "Ñ "% '" 0$‡ Ð=# >Ñ.>,
$
For $ Ÿ =# Ÿ ",
'"
$ ‡
0$ Ð=# >Ñ.> œ '"
=# "
#!.> '=# "
"=#
Ò&Ð=# > %Ñ# '&Ó.> '"=# Ò"& %&Ð=# >ÑÓ.>
%
Since 0# Ð"ß EÑ œ #"&Î' and 0# Ð=# ß EÑ is increasing in " Ÿ =# Ÿ ", B‡# œ E is the
optimal decision in this interval.
=# 0#‡ Ð=# Ñ B‡#
$ Ÿ =# Ÿ =‡# #! H
& * # %#(
=‡# =# Ÿ " % Ð # =# %(=# ' Ñ E
% ’ $ Ð=# ' “
& "
" Ÿ =# Ÿ " %Ñ$ *# Ð=# %Ñ# #!=# "!$
E
8 œ ":
0" Ð%ß HÑ œ #!
0" Ð%ß EÑ œ $! &Ð% $Ñ "% '" 0#‡ Ð% >Ñ.>
&
œ $& "% ’'"=#% #!.> %& '=$‡#% Ð #* Ð% >Ñ# %(Ð% >Ñ
‡
%#(
' Ñ.>
10-25
Another random document with
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The Project Gutenberg eBook of Code
This ebook is for the use of anyone anywhere in the United States
and most other parts of the world at no cost and with almost no
restrictions whatsoever. You may copy it, give it away or re-use it
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you are located before using this eBook.
Title: Code
Author: L. Paul
Language: English
CODE
By L. Paul
THERE was a queer feeling about the ship. “Hush,” thought the man
who stood by the gangway. That was the apt word. A battered ship, a
dirty craft, small, obscene, unseaworthy, of foreign register. And
silent—hush! Grim faced men going about their business, sparing no
word for him, though they might have talked, he guessed, had they
cared to.
This man who watched wore soiled dungarees. There was a
day’s stubble of beard on his thin face. His expression, when a
passing man darted a look at him, was blank. His eyes fell when
other eyes probed him. He looked over his shoulder at times, at the
rotting dock in the small British port of Beverstock near Liverpool,
where this ship, the Cora, lay. He had come aboard, nobody knew
how. One moment, and the ship end of the gangway, creaking as the
current swayed the little tramp, was empty. The next moment he was
there. Nor did these others think it strange. They looked as if this
sudden yet stealthy approach was usual, an accustomed thing, an
item, strange perhaps to some, yet of little moment in their full lives.
The man in dungarees stood there till the first cheerful man he
had seen aboard rolled up, the stout chief engineer.
“That’s him,” said the chief, and tapped him on the shoulder.
The man winced, turned, and saw, climbing the steep gangway, a
man.
“That’s him,” repeated the stout chief. “Captain Bain.”
The man in dungarees saw a tall, glum seafarer, with graying hair,
his frowsy shore going linen peeping from sleeves of shiny serge, his
lapels greasy; his boots polished long after polish had become a
mockery; and, topping all, a master’s cap.
This was Captain Bain, right enough. He stopped, stared at the
man in dungarees and said briefly—
“Where from?”
“American Bar,” the man in dungarees replied.
“Come this way,” said the captain. “My name’s Bain. This is my
cabin. We can talk here. Out on deck talk’s barred in port. Who sent
you?”
He fell silent, not because he waited for the answer, but more as
if he had run down, as if this long speech had been an effort, a
breaking down of his accustomed reserve. The man in dungarees
waited, as if expecting him to say more, then at last replied:
“Who sent me? Dip Laplace.”
He fumbled in the pocket of his dungarees and found a wad of
crumpled paper.
“He sent this, too.”
The captain of the Cora took the paper, opened it, held it up to the
beam of light that stole through the grimy port. The man in
dungarees sat down on a locker.
“My name’s Drake,” he remarked.
His eyes were fixed on the captain. He saw a wave of color
sweep up over old Bain’s weatherbeaten neck, into his cheeks, then
recede again.
What the captain read, spelling out large printed words, was this:
Sparklers—they’re wise—watch.
The captain of the Cora crumpled the paper in his hand.
“You read this, of course?”
“I’m no liar. I did, of course,” the man in dungarees mimicked him.
“As I said, my name’s Drake—”
“And this paper?”
“I’ve forgotten what was on it,” Drake told him.
“Dip gave it to you. Dip grows jocular,” the captain laughed
harshly. “Are you another of his jokes?”
“I am a passenger.”
“I don’t carry passengers.”
“My kind? Dip sent me, remember.”
“You know then; you have money?”
Drake spread five fifty-pound notes out on his knee.
“As bad as that?” The captain whistled. “You could swank aboard
a liner for that.”
“And swank off across the pond?”
The captain stroked his long jaw reflectively. His eyes wandered
over Drake’s face, stopped for a moment on the wall clock above his
head, dropped to the pile of treasury notes and dwelt there.
“As bad as that?” said the captain of the Cora. “Not murder?”
“No, Dip sent me. He knows. Need you?”
“Need I? God forbid. Can you swim?”
“Yes, why?”
“You’ll have to. I see you don’t know the game we play. Better
learn before I take your money. You find it—convenient—to travel
informally, to land on the other side incognito— No, your name may
be Drake, and I don’t care if it is or not. Names don’t count here. But
you wish to land as Drake, unknown to anyone. We arrange that. No
immigration folk to pester you. No police. We sail for Montreal. Below
that city fifty miles or so are islands. Sometimes we go slowly
through them, close to land. An active swimmer, dropping overside—
you have more money, have you not?”
“Yes, Captain, a little.”
“There’s a man on one island, there. He has a boat. If you give
him more than five pounds, he’s robbing you. After that your
movements are not my concern.”
Again, as the captain paused, Drake had that strange feeling that
here was a man talking overmuch—a man more fond of silence.
“And that’s all?” Drake asked. “Simple, isn’t it?”
“Why do you say that?”
“I feared I’d have to work my passage, and I’m lazy.”
The captain of the Cora reached for the little pile of notes.
“A man must live,” he growled, as if apologizing for his
delinquencies. “A man must live, and there’s no money in tramp
shipping. You’ll find a small cabin on the port side—the empty one.
It’s yours. We sail with the tide. If you come on deck before that and
are nabbed—” he patted his pocket where he had stowed those
notes—“that’s your lookout, Drake.”
Drake rose and crossed the little cabin. At the threshold he
paused.
“Those other cabins—”
“You are three. The others, you won’t meet till we are at sea.”
Drake stepped out, dropped down a steep iron stair to the deck,
slid into the port alley, where tiny doors formed a row, tried first one,
then another, till he found one unlocked, entered, and found himself
in a cabin so small that it could scarcely contain a bunk and its
occupant at the same time.
Men had watched him—shadowy figures, heads out of the galley,
the engine-room, the firehold. They had said nothing, betrayed no
surprise at his coming. They were silent men.
“Hush!”
THE SALT wind drifted across the deck of the Cora. She was
wallowing in the Atlantic.
Drake and the fat chief sat in the lee of the funnel. They had
struck up an acquaintance during the first half of the voyage. Drake
had traveled; he knew things. The fat chief, a jovial rascal, had the
curiosity of a child and a stout man’s zest for effortless, vicarious
adventure.
The two other passengers had kept apart. There was Quayle, as
yet sticking close to his cabin, save at mealtimes when he joined
Drake at the captain’s table. He had given that name, Quayle,
casually, as if it had just occurred to him, as if names were matters of
only passing importance.
He was a tall, silent man, middle-aged.
The third passenger messed with the crew. He was a small
Liverpool dock rat. He claimed that he had not killed his wife, but had
only beaten her. The captain, after discreetly calling up a hospital,
found that this was true. Because he had but twenty pounds they
had taken him for that. He never came up on the boat deck; he
viewed the ocean with ignorant terror and kept behind the high steel
bulwarks of the well deck, when he came out for air.
The chief, having a romantic mind, decided that the Liverpool
man’s wife would probably take a turn for the worse and die. He held
that the other passenger, Quayle, was a Bolshevik.
The chief and Drake sat there and yarned through the long sea
morning.
“A rum ship,” Drake hazarded.
“We are that,” the chief grinned, “at home to rum company.”
“True, but you know each other; we don’t, we passengers.”
“Five new faces in the ship’s company,” the chief laughed. “Ye
see, we can’t keep ’em. We ship so many passengers that it has
made their pile easy, or on the way to make it easy. It corrupts the
lads. Five new faces—five old ’uns gone to do likewise—on the trail
o’ easy money. Man, dear, ’tis restless labor is getting to be—”
“Eight of us, new chums, not knowing each other—for five and
three is eight.”
Drake stared out to sea.
“Eight souls,” sighed the chief. “Where they comes from. Gawd
only knows. Where they’re bound, Gawd don’t care; speakin’ more
exact, nine. For I’d forgot Sparks.”
Drake glanced forward. The tall radio man was in his hencoop, a
scant twenty feet away. The door was open.
“Why him?”
“Another bird o’ passage. D’ye notice his duds?”
“New and fancy.”
“Know what the pay is? Man, dear, if he bought them out of
wages, he’s never had smoke nor drink in years. Ever see a tramp’s
wireless wonder before? No. Know what I think? He’s an absconding
Scot. He figured we’d soak him hard for an unconventional passage.
You know what you paid, so—”
The chief closed his eyes and gave the details of his imaginative
romance in a few low words:
“Sparks gets him a uniform. Eighty bob, mebbe; or steals one. He
finds out we’re gettin’ a new radio man this voyage. An’ then, back in
port some poor dub brass pounder is wakin’ up, mebbe in hospital.
And this sport—well, he’s on the papers as Sparks, but we lose our
dividend on his passage thereby.”
“So you figure him, as you might say, a jailbird of passage.”
Drake had raised his voice. The chief clutched his arm.
“Don’t ye now; don’t rile that one. Man, dear, every time that
devilish contraption spits sparks I shudder. Think o’ the slander yon
lad could spread and nobody knowin’.”
“Slander?”
“Slander ’bout—you—or me, M’Ginley. Oh, aye, there’s tales he
could tell, even if he’s new. Would ye believe it?” The old chief rose.
“Ye might not; but some o’ the lads aboard here has loose tongues.
A thing I abhor, personal.” And off the old man waddled.
Drake sat there a moment. He was thinking:
“I wonder. Another little swimmer when we come to that island?
Will there be four of us in the water? Will the fourth be Sparks? If so
—best watch him.”
Rising, he added a codicil to this conclusion.
“There’s nine aboard, counting myself,” he thought, “nine that
may be, well, anything. Best start figuring this one out. That’ll leave
eight. And one of the eight is me, Drake. Wonder what I’ll be, when
we come to the end of the voyage?”
He glanced aft. The stout chief engineer was there, where he had
paused on the stair that led below.
“Them that don’t talk here,” said M’Ginley, “them that don’t talk on
this ship—they guesses.”
DRAKE slipped forward till he stood by the open door of the wireless
coop. The new Sparks looked up.
“Want anything?” he asked.
“Just loafing round.” Drake rolled a cigarette slowly, clumsily.
“Smoke?”
“Yes.”
The wireless man reached for pouch and papers, twisted with
swift fingers, struck a match and was exhaling smoke, almost before
Drake himself had lighted up.
“You’ve been in the States?” Drake asked. “Learned to make a
gasper there, didn’t you?”
“And you’re from the old country, calling a cig that?”
“A good country to come from—and the faster the coming the
better,” Drake drawled. “Old country’s not—healthy.”
“For some.”
The wireless man bent over his complicated machinery, as it
became alive. Drake looked on, wonder in his eyes, almost a childish
wonder.
“But that’s marvelous,” said he. “Words coming out of the air.”
“Dot dash dot dash,” said the wireless man. “See that smoke
yonder? The Paladin. She’s asking the Caradoc if they’ve met ice.
Bergs drifting now, you know.”
Drake glanced at the wall clock, then drifted toward the door.
It was eleven o’clock. It was Wednesday—five days since they
had left port. This old ruin of a ship was traveling with speed.
The voice of the wireless man followed him.
“I’m Cray; come again,” he called. “This packet doesn’t run to
rules.”
Drake turned. He seemed uneasy.
“If—” he began.
“If what?” Cray waited.
“If you hear something with that gadget about a man named
Drake, the fewer know—the better. Get me?”
“Don’t slip me money.” Cray’s hand met his, thrust it back. “You’ll
need all you got. A rum lot, on a rum ship.”
“And you as rum as they come,” thought Drake, as he walked
away.
Cray watched him go.
“Wonder if he knew what was on the air just now,” he scowled. “If
I shove it to the Old Man will he—well, this time I’m a wireless man.
Next time we’ll see.”
To him, too, this strange ship was saying, “Hush!” Yet his pencil
slid over flimsy paper. He rose with a message, took it to the captain
on the bridge.
“Rum lot aboard, sir.” He handed the message over, winked.
The captain started, backed away into a wing of the bridge,
scanned that message.
“You are right,” he replied. “This came in code, I presume?”
“Yes, sir.”
“Then why not leave it in code. We don’t want the world knowing.”
“Nobody’s seen it, sir, but me.”
“Damn you! That’s an order. Anything else comes, leave it in
code.”
Cray went white and was about to speak. Then he checked
himself. He walked away; he was thinking.
“Him, too—the Old Man. Wonder what he knows that the world
don’t, that he’s afraid of the world learning? I’ll, maybe, find out. I’ll
see. Tonight, maybe. He might work in. Who knows?”
The captain, staring at the retreating back was staring at words
that floated before his eyes.
For that message had read:
All ships.
Varnavosk died this morning.
Communicate with us if....