As mentioned earlier, the problem has an essentially discrete nature, so the SDM cannot guarantee the accuracy of the solution. Thus, if an exact solution of the optimal redundancy problem is needed, one generally needs to use the Dynamic Programming Method (DPM).
5.1 Bellman's Algorithm
The main ideas of the DPM were formulated by an American mathematician Richard Bellman (Bellman, 1957; see Box), who has formulated the so-called optimality principle.
The DPM provides an exact solution of discrete optimization problems. In fact, it is a well-organized method of direct enumeration. For the accuracy of the solutions, one has to pay with a high calculation time and a huge computer memory if the problem is highly dimensional.
To solve the direct optimal redundancy problem, let us construct ...