In this paper, we develop an optimization method for solving the problem of the curse of dimensionality in dynamic programming. The method has the advantage of providing a cost for decision-making and eliminates the curse of dimensionality, which restricts the application of dynamic programming to only small classes of problems and, therefore, restricts the real-life application of dynamic programming. We established some relationships between geometric programming and dynamic programming parameters. We applied the method to a problem on course allocation and obtained the cost for course allocation and the optimal decision policy to be (0.1, 0.2, 1, 3).

dynamic programming, curse of dimensionality, geometric programming, optimal cost for decision making, optimal allocation policy.