Paper Info
Title
Solving dynamic optimization problems on a personal computer using an electronic spreadsheet
Abstract
Powerful desk top computers of today combined with the easy to manipulate electronic spreadsheet programs (e.g. Lotus 1-2-3) are being used quite extensively in business applications such as planning, forecasting and accounting. Currently we are also witnessing a proliferation of optimization/operations research related software which can solve reasonable size nonlinear programs (e.g. Eureka: The Solver), linear and integer programming problems (e.g. LINDO), etc. on the IBM-PC microcomputer. Despite the availability of these packages, there seems to be a lack of software for solving dynamic optimization problems, i.e. dynamic programming (DP) and optimal control. The purpose of this paper is to show how easily the Lotus 1-2-3 electronic spreadsheet program can be used to solve discrete state and discrete stage dynamic programs, and discrete time linear quadratic tracking control problems on an IBM-PC.
Year
DOI
Venue
1989
10.1016/0005-1098(89)90123-4
Automatica
Keywords
Field
DocType
Computer software,dynamic programming,electronic spreadsheets,optimal control
Dynamic programming,Mathematical optimization,Optimal control,Industrial engineering,Computer science,Personal computer,Theoretical computer science,Integer programming,Software,Solver,Microcomputer,Optimization problem
Journal
Volume
Issue
ISSN
25
1
0005-1098
Citations 
PageRank 
References 
1
0.39
0
Authors
1
Name
Order
Citations
PageRank
Mahmut Parlar128133.65