Global optimality theorem for spatial dynamic programming
P.L. McEntire, C.Y. Chong, R. E. Larson · OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) · 1978
Spatial dynamic programing is an approach for solving large-scale optimization problems for systems consisting of sparsely interconnected subsystems. The interactions are not assumed to be weak. It is shown that only a weak form of separability of the objective function is necessary to guarantee the global optimality of the solution; the proof explains why systems with sparse interactions are the best candidates for this method. 7 references.