Tell me more ×  I wonder if the objective function of a general
dynamic programming problem can always be formulated as in
dynamic programming on wiki, where the objective function is a
sum of items for action and state at every stage? Or that is
just a specical case and what is the general formulation?   By
"dynamic programming problem", I mean a problem that can be
solved by dynamic programming technique. Such kind of problems
possess the property of optimal problem and optimal structure.
But at lease for me it is sometimes not easy to identify such
problems, perhaps because I have not become used to that kind of
verbal description. When I came across the WIKI page for Bellman
equation, I do feel mathematical formulation of the cost
function will help somehow. I suspect the overall cost/gain
function can always be represented as accumulation of cost/gain
from all the stages? and the accumulation can be additive or
multiplitive or something else?  When I posted my question, I
did realize that it is more pro