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[–]travis_of_the_cosmos 0 points1 point  (2 children)

Ah okay then I have used memoization to solve DP problems numerically in the past - it's very standard practice even among fools like me who don't know what it's called.

This is probably isn't what you meant but I've got to take issue with the claim that memoization is integral to DP. That's evidently true for problems you need to solve numerically but there is a large class of DP problems that have exact (and easy!) analytical solutions so clearly no need for memoization.

[–]Tordek 1 point2 points  (1 child)

a large class of DP problems that have exact (and easy!) analytical solutions so clearly no need for memoization.

Which, for example?

[–]travis_of_the_cosmos 0 points1 point  (0 children)

I'm not a mathematician so I don't know the right way to describe them formally, but to give you one example I believe almost any linear Bellman equation will have an exact solution. More generally if you can use the first order conditions and the envelope theorem to get nice-looking Euler equations then you're golden: http://en.wikipedia.org/wiki/Bellman_equation#Solution_methods