Are there any (commercial) optimization solvers that make use of dynamic programming techniques when useful?
Article DOTcvpSB, a software toolbox for dynamic optimization in sys...
Dear Lars Abrahamsson,
almost 50 years ago (1970 -73) I introduced a very illustrative (graphical) approach in order to be able to easily use dynamic programming (Richard Bellman principle) for various (technical, economic, ..) problems. The chapters contain several examples of this approach:
Dynamic Programming (in Polish) https://www.researchgate.net/publication/312033832_Dynamic_Programming
Best regards
Anatol Badach
Hi, you can have a look to the following solvers:
OpenDP: https://sourceforge.net/projects/opendp/
DP2PN2: http://natsci.eckerd.edu/~mauchh@campus/Research/indexSoftware.php (in java)
ACADO: http://acado.github.io/
Best
Yes, OpEMCSS comes with my Wiley textbook “Simulation-Based Engineering of Complex Systems” that has a Classifier block that can do Reinforcement Learning (RL). RL does the same thing as Dynamic Programming without storing all the paths. RL learns the rules to create a plan (a sequence of rules) that solves a problem. I covered both of theses techniques in my CSUF, EE585 class, Mathematical Optimization.”. How to set up a program to do RL is explained in my textbook.
Not that I know of, so far. However, when I was postdoc-ing at LiU for a very brief period, I was working on implied trying very similar technique. I do wish to get back in touch with those folks, but, don't know, when and if that'll happen. 😏☹
OpEMCSS Classifier block uses reinforcement learning that does the same thing as dynamic programming but uses rules to store state information. My latest paper on Research Gate, among many other of my papers plus my Wiley book “Simulation-Based Engineering of Complex Systems,” discusses the Classifier block learning rules to execute a plan.
I wrote a dynamic programming program in BASIC many years ago and used it in my EE585 mathematical optimization course at Cal State Univ Fullerton.
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