How to solve Bellman optimisation problem in SAS?

[Koushik1729]

Hi all

Is there any well known SAS Procedure to solve Bellman Recursion Problem?

Also, can you suggest some SAS procedures which in generally is used for solving Optimisation Problem?

[ballardw]

The SAS module SAS\OR has a number of procedures used for optimization of different forms.

I'm too lazy to look up what ever a Bellman Recursion Problem may be. Please post a reference. The OPTNET procedure documentation mentions that a Bellman-Ford algorithm is implemented for a shortest path problem with weighted link values.