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Programmation dynamique déterministe×Programmation Linéaire en Nombres Entiers×
DomaineSimulationSimulation
FamilleProcess / pipelineProcess / pipeline
Année d'origine19571958–1960
Auteur d'origineRichard E. BellmanRalph Gomory (branch-and-bound cuts, 1958); Land & Doig (branch-and-bound, 1960)
TypeExact sequential optimization algorithmMathematical optimization
Source fondatriceBellman, R. E. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780691079516Nemhauser, G. L., Wolsey, L. A. (1988). Integer and Combinatorial Optimization. Wiley-Interscience, New York. ISBN: 9780471359432
AliasDDP, Deterministic DP, Classical Dynamic Programming, Bellman Dynamic ProgrammingMIP, Mixed-Integer Linear Programming, MILP, Integer Programming
Apparentées66
RésuméDeterministic Dynamic Programming (DDP) is a mathematical optimization technique that decomposes a multi-stage decision problem into a sequence of simpler subproblems, solving them exactly when all system parameters — transition functions, costs, and rewards — are known with certainty. It guarantees a globally optimal policy via Bellman's principle of optimality.Mixed-Integer Programming (MIP) is a mathematical optimization framework in which some decision variables must take integer values while others may be continuous. It generalizes linear programming and is widely used in operations research, logistics, scheduling, resource allocation, and engineering design, where indivisibility constraints — such as yes/no decisions or whole-unit quantities — arise naturally.
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ScholarGateComparer des méthodes: Deterministic Dynamic Programming · Mixed-Integer Programming. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare