To overcome the difficulties existing in the conventional numerical methods,
a novel neural network (LDPNN) for solving large-scale dynamic programming
problems is developed in the paper. The dimension of the neural network is reduced
greatly by imbedding the dynamic equations of the subsystems into the corresponding
local optimization networks. Moreover, the coordination and local optimization are carried
out simultaneously. Therefore, the LDPNN not only has concise and compact
structure ,but also has high efficiency for problem-solving. An demonstrative example
shows that the LDPNN is suitable for real-time optimization of large-scale systems.