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Koushik1729
Fluorite | Level 6 Koushik1729
Fluorite | Level 6

How to solve Bellman optimisation problem in SAS?

Posted 04-04-2018 06:08 AM (658 views)

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?

 

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ballardw
Super User ballardw
Super User

Re: How to solve Bellman optimisation problem in SAS?

Posted 04-04-2018 11:00 AM (627 views)  |   In reply to Koushik1729

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.

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