Assignment Type : Optional

Topic : DYNAMIC PROGRAMMING

1) A freight company with one ship wishes to increase its fleet to five after four years. At
the beginning of each year a decision is made whether to buy any ship. These ships
arrive immediately and are in service for that year. The earning in each year for
different fleet size is shown in the data below (all in some monetary units):

Year Fleet Size
1 2 3 4 5
1 20 35 40 40 40
2 25 45 60 60 60
3 20 35 50 60 60
4 25 35 50 40 40

The capital cost of each ship is 35 monetary units and no more than two ships can be
purchased in any year. The cash balance at the end of each year is given by:

Cash carried forward + Earnings Capital cost of ships

If this is surplus, 10% is added to its value to represent other investment earnings during
the same year. If a deficit, 20% is charged against (in the same year) . The company
starts with no cash or deficit. The objective is to have maximum cash balance at the end
of the fourth year. Use Dynamic Programming to suggest the optimal buying policy for
the purchase of ships. Please state explicitly, stages, states, decision variables and the
recursive relationship.

3) The sentry company manufactures a home fire protection device, which consists of
three major electronic components. The reliability of this home fire protection device can
be improved by installing several parallel units of one or more of the three major
components. The following table summarizes the probability that the respective
components will function properly if they consist of one, two, or three parallel units.

Number of parallel units COMPONENTS
Probability of functioning properly
1 2 3
1 0.80 0.80 0.85
2 0.85 0.90 0.90
3 0.90 0.95 0.95


The probability that the fire protection device will function properly is the product of the
probabilities associated with the individual components functioning properly. If the total
number of components that can be put in the system is restricted to five, use Dynamic
programming to determine how many parallel units should be installed for each of the
three components in order to maximize the probability that the fire protection device will
function properly.
4) The altitude of an airplane flying between two cities A & G, separated by a distance
of 1500 Km, can be changed at points B, C, D, E & F (see fig.). The fuel cost involved in
changing from one altitude to another between any two consecutive points is given in the
Table below. (The table also gives the cost of staying at the same altitude level between
two consecutive points). Determine the ideal altitude of the airplane at the intermediate
points for minimum total fuel cost using Dynamic programming. Define your states,
stages, and the recursive relationship.

Table: Fuel cost between any two consecutive points
From altitude (Meters) To altitude (Meters)
0 1000 2000 3000 4000 5000
0 --- 4000 4800 5520 6160 6720
1000 800 1600 2680 4000 4720 6080
2000 320 480 800 2240 3120 4640
3000 0 160 320 560 1600 3040
4000 0 0 80 240 480 1600
5000 0 0 0 0 160 240


Figure: Altitude of Airplane

A
L
T
I
T
U
D
E

I
N

M
E
T
E
R
S

5000 * * * * *
4000 * * * * *
3000 * * * * *
2000 * * * * *
1000 * * * * *
* * * * * *
A B C D E F G


(A Starting point; G Stopping point; B, C, D, E, & F- Intermediary points)

Distance between any two consecutive points is 250 Km. (For e.g. distance between A &
B is 250 Km, between B&C is 250 Km, and so on).

5) (Stage coach problem). A mythical salesman had to travel from East to West of the
United states some 100 years ago. Although his starting point and destinations were
fixed, he had considerable choice as to which territories (or cities) to travel through on
route. The possible routes are shown in the figure where each city is represented by a
number block. Thus four stages were required to travel from his embarkation in city 1
to his destination city 10. The cost of traveling from one city to the other in any feasible
route is given in the diagram (cost expressed in some monetary units). The salesmans
decision problem was to choose the best possible route from city 1 to 10 so that the
overall cost of traveling was the minimum.

Figure:
















6) A fruit seller must allocate four boxes of perishable fruit between three stores. His
expected profit from leaving boxes at each store is shown below:

No. of boxes Store 1 Store 2 Store 3
0 0 0 0
1 4 3 6
2 6 5 8
3 7 7 9
4 7 8 9

How should he allocate the boxes among the three stores so as to get the maximum
profit?

7) A firm has eight commercial spots on the local TV, all at peak viewing hours. The
estimated increase in profit for using them to advertise their four products is shown below
(in some monetary units). Use Dynamic programming to suggest the optimal number of
exposures of the various products.

Product No. of Exposures
1
2
3
4
5
6
7
8
10
9
2
5
1
10
2

12
10
5
7
15
13
7
5
3
4
7
1
4
1
1 2 3 4 5 6 7 8
A 1 2 4 7 11 16 17 18
B 2 3 5 8 11 14 16 17
C 1 3 5 9 11 13 16 19
D 3 5 7 11 14 15 16 16


8) An Airline wishes to operate five planes over four routes. Average cash revenue per
year, comprising total receipt for passengers and freight, less variables running cost per
plane are given below (all fig. in some monetary units).

Route Number of planes operating
1 2 3 4 5
A 10 17 24 29 32
B 12 20 26 32 34
C 8 14 19 23 22
D 14 22 30 36 38

Route D being a status route (or socially justifiable route similar to the North- Eastern
area of India for Indian Airlines), the management would want to have at least one plane
operating in that route. List all possible optimal allocations of five planes over the four
routes.

9.) A government space project is conducting research on a certain engineering problem
that must be solved before man can fly safely to Mars. Three research teams are currently
trying three different approaches for solving this problem. The estimate has been made
that, under present circumstances, the probability that the respective teams- call them 1,
2, and 3 will not succeed is 0.40, 0.60, and 0.80 respectively.

Thus, the current probability that all three teams will fail is (0.40) (0.60) (0.80) = 0.192.
Since the objective is to minimize this probability, the decision has been made to assign
two more top scientists among the three teams to lower it as much as possible.
The table below gives the estimated probability that the respective teams will fall
when 0, 1, or 2 additional scientists are added to that team. The problem is to determine
how to allocate the two additional scientists to minimize the probability that all the three
reams will fail.

Table: Data on the Government Space Project Problem
Probability of Failure
No. of new Scientists Team
1 2 3
0 0.40 0.60 0.80
1 0.20 0.40 0.50
2 0.15 0.20 0.30


10) There is a log of 20 length having a large end diameter of 32 and a small end
diameter of 22. For simplicity assume that taper is linear, i.e.; there is uniform reduction
in the diameter of the log from one end to the other; in this example, for every 2 length
of the log there is a difference of 1 in diameter. The value of small logs cut from this log
depends upon its diameter. In particular, from plywood and saw milling industrys point
of view it depends upon the small end diameter. Assume that the log is to be cut into
small logs of 8, 6, 4, and 2 lengths and its values are as follows:

Small end Diameter
Length 21 24
(Rs.)
25 28
(Rs.)
29 32
(Rs.)
2 150 170 200
4 400 450 520
6 650 720 800
8 950 1070 1200

Observe that there are several ways in which we can cut this 20 long log into small logs.
However, each such cutting strategy generates a value for the entire log. (It also restricts
the possible uses, once a cut is made). The objective is to devise a cutting strategy which
maximizes this value. Use Dynamic programming to decide the optimal cutting strategy.





11) A steel Rolling Mill has two stands S
1
& S
2
. Red hot billets of steel of square cross
section of 3 x 3 enter the first of these stands. Maintaining the square cross section, it is
then rolled progressively smaller by the two stands till the required thickness is achieved.
Each of these stands can reduce the thickness by a maximum of square in steps of
(1/16, 2/16, 3/16, and 4/16).

The speed required by these stands, in feet per minute, to reduce various thicknesses are
as follows:

Reduction in square cross-section (inches)
Stand 1/16 2/16 3/16 4/16
S
1
12 10 8 6
S
2
11 9 7 5

Suppose the required output thickness is a billet of 2 x 2 (i.e. 11/4 x 11/4),
what is the fastest aped possible and what should be the speed setting for the stands?


Dia 22 Dia 32
12) A steel rolling Mill has 10 stands. A red hot billet of steel of square cross section of
3 x 3 enters the first of these stands. Maintaining the square cross-section it is then
rolled progressively smaller by other stands, till the required thickness is achieved. The
ultimate required thickness might be anywhere between to 1 in steps of . Each
stand can reduce the thickness by 1/16 to in steps of 1/16. However, the bigger the
reduction in thickness, the slower the stands will rotate because of the torque stresses.
The Engineers of the fir, can supply sets of tables for each stand which would give the
fastest speed of output of the material given the input and output thickness. There is no
stock piling possible in between any two stands. Find the fastest speed at which the whole
mill can operate for each required thickness and show a way to determine the settings
of the stands. Find the fastest speed at which the whole mill can operate for each required
thickness and show a way to determine the settings of the stands.