Problems of Dynamic Linear Programming

Dynamic linear programming (DLP) can be considered as a new stage of linear programming (LP) development. Nowadays it becomes difficult, maybe even impossible, to make decisions in large systems and not take into account the consequences of the decision over a long-range period. Thus, almost all problems of optimal decision making become dynamic, multi-stage ones. New problems require new approaches. With DLP it is difficult to exploit only LP ideas and methods: even having ,found the optimal program, we often do not know how to use it. This paper represents in some sense the statement of the problem; although it contains a brief survey of DLP, it is focused on the things to be done, rather than on those already being tackled.