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Record Nr. |
UNINA9910139593803321 |
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Autore |
Powell Warren B. <1955-> |
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Titolo |
Approximate dynamic programming [[electronic resource] ] : solving the curses of dimensionality / / Warren B. Powell |
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Pubbl/distr/stampa |
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Hoboken, N.J., : J. Wiley & Sons, c2011 |
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ISBN |
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1-283-27370-5 |
9786613273703 |
1-118-02916-X |
1-118-02917-8 |
1-118-02915-1 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (658 p.) |
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Collana |
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Wiley series in probability and statistics |
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Disciplina |
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Soggetti |
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Dynamic programming |
Programming (Mathematics) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Approximate Dynamic Programming; Contents; Preface to the Second Edition; Preface to the First Edition; Acknowledgments; 1 The Challenges of Dynamic Programming; 1.1 A Dynamic Programming Example: A Shortest Path Problem; 1.2 The Three Curses of Dimensionality; 1.3 Some Real Applications; 1.4 Problem Classes; 1.5 The Many Dialects of Dynamic Programming; 1.6 What Is New in This Book?; 1.7 Pedagogy; 1.8 Bibliographic Notes; 2 Some Illustrative Models; 2.1 Deterministic Problems; 2.2 Stochastic Problems; 2.3 Information Acquisition Problems; 2.4 A Simple Modeling Framework for Dynamic Programs |
2.5 Bibliographic NotesProblems; 3 Introduction to Markov Decision Processes; 3.1 The Optimality Equations; 3.2 Finite Horizon Problems; 3.3 Infinite Horizon Problems; 3.4 Value Iteration; 3.5 Policy Iteration; 3.6 Hybrid Value-Policy Iteration; 3.7 Average Reward Dynamic Programming; 3.8 The Linear Programming Method for Dynamic Programs; 3.9 Monotone Policies*; 3.10 Why Does It Work?**; 3.11 Bibliographic Notes; Problems; 4 Introduction to Approximate Dynamic |
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