minforedynprog.m

MinForeDynprog.rar是基于MATLAB的动态规划算法的源程序！

function [OptPol,OptObjval]=MinForeDynprog(x,DecisFun,StageObjFun,StateTransFun,ObjFun)
 step=length(x(1,:));
 x_isnan=~isnan(x);compar_valm=inf*ones(size(x));
f_opt=nan*ones(size(x)); 
d_opt=f_opt;
k=1;
tmp1=find(x_isnan(:,k));tmp2=length(tmp1);
for i=1:tmp2
  u=nan;tmp3=feval(StageObjFun,k, x(tmp1(i),k ) ,u );
f_opt(i,k)=tmp3;d_opt(i,k)=u;
end
for k=2:1:step
  tmp4=find(x_isnan(:,k));tmp5=length(tmp4);
  for i=1:tmp5
  u=feval(DecisFun,k,x(i,k));tmp6=length(u);
  for j=1:tmp6
    tmp7= feval(StateTransFun,k,x(tmp4(i),k),u(j));
    tmp8=x(:,k-1)-tmp7;tmp9=find(tmp8==0);
       if~isempty (tmp9)
     tmp10=feval(StageObjFun,k, tmp7,u(j));
     tmpl0=feval(ObjFun,tmp10,f_opt(tmp9(1),k-1));
     if tmp10<=compar_valm(i,k)
            fop_t(i,k )= tmp10; do_pt(i,k)=u(j);compar_valm(i,k) = tmp10 ;
     end
       end
  end
  end
end

f=f_opt(:,step);f=f(find(~isnan(f)),1);OptObjval=min(f(:));
OptPol=[];tmpx=[];tmpd=[];tmpf=[];
tmp11=find(f_opt(:,step)==OptObjval);
tmp12=length(tmp11);
for i=1:tmp12
tmpd(i)=d_opt(tmp11(i),step);tmpx(i)= x(tmp11(i),step);
tmp13=feval(StateTransFun,step,tmpx(i),tmpd(i));
tmpf(i)=feval(StageObjFun,step,tmp13,tmpd(i));
OptPol(step*(i-1)+step,[1,2,3,4])=[step,tmpx(i),nan,nan];
OptPol(step*(i-1)+step-1,[1,2,3,4])=[step-1,tmp13,tmpd(i),tmpf(i)];
for k=step-1:-1:2
tmpx(i) =tmp13;tmp14=x(:,k)-tmpx(i);tmpl5=find(tmp14==0);
if ~isempty(tmp15)
tmpd(i)= d_opt(tmpl5(1),k);
end
tmp13=feval(StateTransFun,tmpx(i),tmpd(i));
tmpf(i)=feval(StageObjFun,k,tmp13,tmpd(i));
OptPol(step*(i-1)+k-1,[1,2,3,4])=[k-1,tmp13,tmpd(i),tmpf(i)];
end
end