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by graycat 2958 days ago
So, the OP has:

> Dynamic Programming – 7 Steps to Solve any DP Interview Problem

Here I see "any"!!!

Dynamic programming is a huge field from work of R. Bellman, G. Nemhauser, R. Rockafellar, R. Wetts, D. Bertsekas, E. Dynkin, W. Fleming, S. Shreve, and more.

E.g., there is, with TeX markup,

Stuart E.\ Dreyfus and Averill M.\ Law, {\it The Art and Theory of Dynamic Programming,\/} ISBN 0-12-221860-4, Academic Press, New York, 1977.\ \

Dimitri P.\ Bertsekas, {\it Dynamic Programming: Deterministic and Stochastic Models,\/} ISBN 0-13-221581-0, Prentice-Hall, Englewood Cliffs, NJ, 1987.\ \

George L.\ Nemhauser, {\it Dynamic Programming,\/} ISBN 0-471-63150-7, John Wiley and Sons, New York, 1966.\ \

E.\ B.\ Dynkin and A.\ A.\ Yushkevich, {\it Controlled Markov Processes,\/} ISBN 0-387-90387-9, Springer-Verlag, Berlin, 1979.\ \

Dimitri P.\ Bertsekas and Steven E.\ Shreve, {\it Stochastic Optimal Control: The Discrete Time Case,\/} ISBN 0-12-093260-1, Academic Press, New York, 1978.\ \

Wendell H.\ Fleming and Raymond W.\ Rishel, {\it Deterministic and Stochastic Optimal Control,\/} ISBN 0-387-90155-8, Springer-Verlag, Berlin, 1979.\ \

some of my work, etc.

Dynamic programming has been and is a major interest of the Department of Operations Research and Financial Engineering (ORFE) at Princeton.

Uh, "any" seems a bit optimistic!

2 comments

If I had to guess, I'd wager that the Venn diagram of Dynamic Programming questions and interview questions is a narrow sliver.

That is, unless you're being hazed, the sort of questions to show up in an interview might be at the shallow end of the pool.

lots of places have a fetish for dp questions
Good point. Thanks for the comment. It's likely a bit on the optimistic side, but this focuses on DP problems typically encountered in interviews.
Depends on who is doing the interview!!!

Now, if I were doing an interview asking about dynamic programming, how about scenario aggregation, multi-variate spline approximations, neural net approximations, certainty equivalence with the Gaussian, non-inferior sets, measurable selection, etc.!!!!

One prof of mine wanted me to think about the role of potentials!