Titlebook: Nonlinear and Dynamic Programming; An Introduction Sven Danø Book 1975 Springer-Verlag/Wien 1975 algorithms.computer.dynamic programming.li

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Appendix: The Recursion Procedure in Dynamic Programming,An optimization problem can be solved recursively by dynamic programming if it can be decomposed into a sequence of stage optimization problems. The procedure depends on the direction of the process (forward or backward recursion), and varies according as the final or the initial state or both are given.

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978-3-211-81289-1Springer-Verlag/Wien 1975

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Linearization of Nonlinear Programming Problems,linearization. If the nonlinear functions of an MP problem can be replaced by piecewise linear functions, these approximations may be expressed in such a way that the whole problem is turned into a case of linear programming.

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