A Dynamic Programming Algorithm for Finding an Optimal Sequence of Informative Measurements

. 2023 Jan 30;25(2):251. doi: 10.3390/e25020251

Algorithm 1 Dynamic Programming Algorithm

$J_{N} (x_{N}) \leftarrow h_{N} (x_{N})$
for $k = N - 1$ to 0 do
for all $x_{k} \in S_{k}$ do
$J_{k} (x_{k}) \leftarrow max_{u_{k} \in U_{k} (x_{k})} \underset{m_{k}}{E} \{h_{k} (x_{k}, u_{k}, m_{k}) + J_{k + 1} (f_{k} (x_{k}, u_{k}, m_{k}))\}$
$μ_{k}^{*} (x_{k}) \leftarrow u_{k}^{*}$
end for
end for