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Dynamic Programming Algorithm (Backward Viability Algorithm)

Submitted by admin_viabilityT on

Goal: To solve a viability problem over a finite horizon T, using a time-recursive approach.

Input: Ensemble de contraintes K, dynamique F, horizon T
Output: Ensemble Viab_T

1. Viab_T := K
2. For t = T-1 downto 0:
    a. Viab_t := { x ∈ K | ∃ u ∈ F(x) tel que u ∈ Viab_{t+1} }
3. Return Viab_0