手算Dynamic Programming(1)
用动态规划方法手工求解下面的问题:
某工厂调查了解市场情况,估计在今后四个月内,市场对其产品的需求量如下表所示。
时期(月) | 需要量(产品单位) |
1 | 2 |
2 | 3 |
3 | 2 |
4 | 4 |
已知:对每个月来讲,生产一批产品的固定成本费为3 (千元),若不生产,则为零。每生产单位产品的成本费为1 (千元)。同时,在任何一个月内,生产能力所允许的最大生产批量为不超过6 个单位。
又知每单位产品的库存费用为每月0.5 (千元),同时要求在第一个月开始之初,及在第四个月末,均无产品库存。
问:在满足上述条件下,该厂应如何安排各个时期的生产与库存,使所花的总成本费用最低?
要求:写出各种变量、状态转移方程、递推关系式、和详细计算步骤。
【解答】
l 变量定义
Ø 阶段:k = 1,2,3,4 ;
Ø 每个阶段开始时库存量:sk ;
Ø 每个阶段产量:uk ;
Ø 每个阶段需求量:dk 。
l 状态转移方程
l 递推关系式
l 详细计算步骤
k = 4
根据状态转移方程和边界条件:
因为s5 = 0 = s4 + u4 – d4 = s4 + u4 – 4
所以 s4 = 4 – u4 , s4 ≥ 0
根据 ,
得出决策表格:
s4 | u4 | f4(s4) |
4 | 0 | 2 |
3 | 1 | 5.5 |
2 | 2 | 6 |
1 | 3 | 6.5 |
0 | 4 | 7 |
第四月初的库存状态:
手算Dynamic Programming(2)
k = 3
根据状态转移方程:s4 = s3 + u3 – 2
递推关系式:
u3 s3 | 0 | 1 | 2 | 3 | 4 | 5 | 6 | f3(s3) |
0 |
|
| s4 = 0 12 | s4 = 1 12.5 | s4 = 2 13 | s4 = 3 13.5 | s4 = 4 11 | 11 |
1 |
| s4 = 0 11.5 | s4 = 1 12 | s4 = 2 12.5 | s4 = 3 13 | s4 = 4 10.5 |
| 10.5 |
2 | s4 = 0 8 | s4 = 1 11.5 | s4 = 2 12 | s4 = 3 12.5 | s4 = 4 10 |
|
| 8 |
3 | s4 = 1 8 | s4 = 2 11.5 | s4 = 3 12 | s4 = 4 9.5 |
|
|
| 8 |
4 | s4 = 2 8 | s4 = 3 11.5 | s4 = 4 9 |
|
|
|
| 8 |
5 | s4 = 3 8 | s4 = 4 8.5 |
|
|
|
|
| 8 |
6 | s4 = 4 5 |
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| 5 |
手算Dynamic Programming(3)
根据状态转移方程:s3 = s2 + u2 – 3
递推关系式:
u2 s2 | 0 | 1 | 2 | 3 | 4 | 5 | 6 | f2(s2) |
0 |
|
|
| s3 = 0 17 | s3 = 1 17.5 | s3 = 2 16 | s3 = 3 17 | 16 |
1 |
|
| s3 = 0 16.5 | s3 = 1 17 | s3 = 2 15.5 | s3 = 3 16.5 | s3 = 4 17.5 | 15.5 |
2 |
| s3 = 0 16 | s3 = 1 16.5 | s3 = 2 15 | s3 = 3 16 | s3 = 4 17 | s3 = 5 18 | 15 |
3 | s3 = 0 12.5 | s3 = 1 16 | s3 = 2 14.5 | s3 = 3 15.5 | s3 = 4 16.5 | s3 = 5 17.5 | s3 =6 15.5 | 12.5 |
4 | s3 = 1 12.5 | s3 = 2 14 | s3 = 3 15 | s3 = 4 16 | s3 = 5 17 | s3 = 6 15 |
| 12.5 |
5 | s3 = 2 10.5 | s3 = 3 14.5 | s3 = 4 15.5 | s3 =5 16.5 | s3 = 6 14.5 |
|
| 10.5 |
6 | s3 = 3 11 | s3 = 4 15 | s3 = 5 16 | s3 = 6 14 |
|
|
| 11 |
手算Dynamic Programming(4)
k = 1
根据状态转移方程:s2 = s1 + u1 – 2
递推关系式:
u1 s1 | 0 | 1 | 2 | 3 | 4 | 5 | 6 | f2(s2) |
0 |
|
| s2 = 0 21 | s2 = 1 21.5 | s2 = 2 22 | s2 = 3 20.5 | s2 = 4 21.5 | 20.5 |
回溯!!
生产过程安排如下:
月份k | sk | uk | 月总成本 | 成本累计 |
1 | 0 | 5 | 8 | 8 |
2 | 3 | 0 | 1.5 | 9.5 |
3 | 0 | 6 | 9 | 18.5 |
4 | 4 | 0 | 2 | 20.5 |