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Dynamic Programming
Break a multi-stage decision into stages and states and work backwards from the end. Bellman's principle: any part of an optimal route from a state onwards is itself optimal. The value at each state uses the best value of the next stage, with for shortest/longest, for maximin and for minimax.
Learning objectives
- Use stage, state, action and value correctly.
- Solve shortest and longest route problems by working backwards.
- Solve maximin and minimax problems.
- Present the working in a table.
Planning the cheapest route from London to Edinburgh via some cities each day, why might it help to start planning from Edinburgh?
Core idea
On a journey through several stages, the cheapest first step might lead you into an expensive finish. Instead, start at the destination: the best last step from each place is obvious. Work backwards and every decision is made knowing exactly what follows.
Bellman's principle: the remainder of an optimal route is optimal from where it is. So the value at a state is the best over actions of (edge combined with the value at the destination), computed backwards stage by stage.
1. Shortest route
Network: , , , , , , , .
Find the shortest route to .
- Goal
- Route and value.
- Strategy
- Stage 1, then 2, then 3.
- One step from .
- Both routes tie.
- Via .
- Via .
- Bellman equation for shortest routes.
- Later stages are solved first.
- No route is ever recomputed.
2. Maximin and minimax
Find the route whose smallest edge is as large as possible.
- Goal
- Route and value.
- Strategy
- Replace "add" by "min", "min" by "max".
- Last edges.
- Worst leg along each option.
- Via .
- Via .
Pick the combining rule for the problem type.
What's the minimax route?
Summary
- Stages, states, actions.
- Work backwards.
- Choose the combining rule.
- Stage
- Step of the decision process.
- State
- Position within a stage.
- Bellman's principle
- Sub-routes of optimal routes are optimal.
Key formulae
Worked examples
Explore the graph
- ; stage 2: , ; stage 1: , ; .
- Weights , , , , , , , .
Work from back to .
Common mistakes
Solving the same subproblem again
Bellman: write it down once.
Exam tip
Guided practice
Practice questions
More questions on every skill in this subtopic are in the question bank under Practise.
Challenge
Summary
- Stages, states, actions.
- Work backwards.
- Shortest: add; maximin: max of min.
- Bellman's principle.
Quick quiz
Same topic, different board
- Specification
- A level Further Mathematics 9FM0
- Where
- Decision 2 · Dynamic programming
- Expected
- Stage, state, action, destination, value; Bellman’s principle of optimality; minimum, maximum, minimax and maximin problems in network and table form.
- Calculator
- Permitted; show enough working to earn the method marks.
- Typical style
- Edexcel often opens with a routine part and builds to a "show that" or "prove" part.
- Open in
- 9FM0 · Option
Past paper questions
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Browse past papersSalam Academy original content · Content status: reviewed and published. Syllabus mapping: Pearson Edexcel 9FM0, First teaching 2017 (official specification).