Article ID: | iaor19951049 |
Country: | United States |
Volume: | 40 |
Issue: | 7 |
Start Page Number: | 891 |
End Page Number: | 897 |
Publication Date: | Jul 1994 |
Journal: | Management Science |
Authors: | Henig Mordechai I. |
Keywords: | networks: path, programming: dynamic |
Given an acyclic network and a preference-order relation on paths, when and how can Bellman’s principle of optimality be combined with interactive programming to efficiently locate an optimal path? It is shown that if preferences are defined via a collection of attributes, then, under common conditions, the principle of optimality is valid if and only if the preferences can be represented by a linear (value) function over the attributes. Consequently, an interactive programming method is suggested which assesses the value function while using the principle of optimality to efficiently search for an optimal path.