04-04-2018 06:08 AM
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?
04-04-2018 11:00 AM
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.