Dp-gp Optimization: a Geometric Programming Approximation Techniquefor Curse of Dimensionality in Dynamic Programming and Its Real-life Application
Year: 2025
Type: article
Abstract: In this paper, we develop an optimization method for solving the problem of the curse of dimensionality in dynamic programming. The method has the advantage of providing a cost for decision-making and eliminates the curse of dimensionality, which restricts the application of dynamic programming to only small classes of problems and, therefore, restricts the real-life application of dynamic programming. We established some relationships between geometric programming and dynamic programming parameters. We applied the method to a problem on course allocation and obtained the cost for course allocation and the optimal decision policy to be (0.1, 0.2, 1, 3).
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
OpenAlex ID: W4413229289
