OPERATIONAL RESEARCH

DYNAMIC
PROGRAMMING
 DYNAMIC PROGRAMMING

• Mathematical technique dealing with the optimization

of multi stage decision problem.
• Dynamic programming is a useful mathematical
technique for making a sequence of interrelated
decisions. It provides a systematic procedure for
determining the optimal combination of decisions.
 Linear Programming V/S Dynamic
programming
DP different from LPP in two ways:
1. In DP standard mathematical formulation doesn’t exist. A particular
equation must be developed to fit for each individual situation
2. LP gives one time (single stage) solution where as the DP considers
decisions – making over time and solves each sub problem optimally
Terminologies in DP
• STAGE: The DP is broken into sub problems and each problem is is
called STAGE.
• STAGE DECISION: At each stage there are number of alternatives and
selection of one of the most suitable and feasible alternative is called
Stage decision
• DECISION VARIABLE: The unknown in the problem that need to be
determined are called Decision Variables.
Terminologies in DP
• RETURN FUNCTION: At each stage, a decision is made which can
affect the state of the system at the next stage.it can be described in
algebraic equation form. The equation which represents the contribution
of each stage is called return function.
• STAGE DECISION: At each stage there are number of alternatives and
selection of one of the most suitable and feasible alternative is called
Stage decision
 Dynamic Programming
A sales manager is planning a business tour from Mumbai to kolkata. He intends
to cover one town from each of the company’s different marketing zones on the
route. The network shows the three intermediate stages and three possible
choices of the route at all but the last cities. The Travel time between the two
cites inclusive of working time is given below the arrows between cities.

Which intermediate cities should he visit to minimize the

time required to go from A to H?
 SOLUTION
STAGE 1:
1. The Possible alternative is only H.
2. The possible state variable are node E, F , G
Alternative
State Variable Decision Variable Destination
H

E 3 3 H
F 4 4 H
G 3 3 H
 SOLUTION
STAGE 2:
1. The Possible alternative are E, F , G
2. The possible state variable are node B , C , D
Alternative
State Variable Decision Variable Destination
E F G
B 5+3=8 7+4=11 7+3=10 8 E
C 6+3=9 7+4=11 10+3=13 9 E

D 6+3=9 8+4=12 9+3=12 9 E

 SOLUTION
STAGE 3:
1. The Possible alternative are B , C , D
2. The possible state variable are node A
Alternative
State Variable Decision Variable Destination
E F G
A 5+8=13 5+9=14 3+9=12 12 D
 SHORTEST PATH

A E

D H