LEADER 01704nam0 2200361 i 450 001 SUN0047539 005 20170608110159.906 010 $a01-985314-7-8$d0.00 010 $a978-01-985314-7-0 100 $a20060711d1994 |0engc50 ba 101 $aeng 102 $aGB 105 $a|||| ||||| 200 1 $a*Convexity$fRoger Webster 210 $aOxford$cOxford university$d1994 215 $aXVII, 444 p.$cill.$d24 cm. 410 1$1001SUN0023697$12001 $aOxford science publications$1210 $aOxford$cOxford university. 606 $a90C25$xConvex programming [MSC 2020]$2MF$3SUNC019709 606 $a52-XX$xConvex and discrete geometry [MSC 2020]$2MF$3SUNC019811 606 $a52A41$xConvex functions and convex programs in convex geometry [MSC 2020]$2MF$3SUNC020312 606 $a90C05$xLinear programming [MSC 2020]$2MF$3SUNC021350 606 $a26B25$xConvexity of real functions of several variables, generalizations [MSC 2020]$2MF$3SUNC022447 606 $a52Axx$xGeneral convexity [MSC 2020]$2MF$3SUNC023202 606 $a52Bxx$xPolytopes and polyhedra [MSC 2020]$2MF$3SUNC023824 620 $aGB$dOxford$3SUNL000020 700 1$aWebster$b, Roger$3SUNV037818$042886 712 $aOxford university$3SUNV000064$4650 801 $aIT$bSOL$c20201019$gRICA 912 $aSUN0047539 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 52-XX 4836 $e08 5622 I b 20060711 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS 52-XX 4836 $e08 5615 I a 20060724 996 $aConvexity$9349281 997 $aUNICAMPANIA LEADER 05635nam 2200757Ia 450 001 9910822581503321 005 20200520144314.0 010 $a9786613273703 010 $a9781283273701 010 $a1283273705 010 $a9781118029169 010 $a111802916X 010 $a9781118029176 010 $a1118029178 010 $a9781118029152 010 $a1118029151 035 $a(CKB)2550000000054366 035 $a(EBL)697550 035 $a(SSID)ssj0000550637 035 $a(PQKBManifestationID)11337043 035 $a(PQKBTitleCode)TC0000550637 035 $a(PQKBWorkID)10509693 035 $a(PQKB)11585926 035 $a(PPN)170261689 035 $a(OCoLC)757486955 035 $a(FR-PaCSA)88808462 035 $a(MiAaPQ)EBC697550 035 $a(FRCYB88808462)88808462 035 $a(Perlego)1012003 035 $a(EXLCZ)992550000000054366 100 $a20101105d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aApproximate dynamic programming $esolving the curses of dimensionality /$fWarren B. Powell 205 $a2nd ed. 210 $aHoboken, N.J. $cJ. Wiley & Sons$dc2011 215 $a1 online resource (658 p.) 225 1 $aWiley series in probability and statistics 300 $aDescription based upon print version of record. 311 08$a9780470604458 311 08$a047060445X 320 $aIncludes bibliographical references and index. 327 $aApproximate 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 327 $a2.5 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 Programming; 4.1 The Three Curses of Dimensionality (Revisited); 4.2 The Basic Idea; 4.3 Q-Learning and SARSA 327 $a4.4 Real-Time Dynamic Programming4.5 Approximate Value Iteration; 4.6 The Post-Decision State Variable; 4.7 Low-Dimensional Representations of Value Functions; 4.8 So Just What Is Approximate Dynamic Programming?; 4.9 Experimental Issues; 4.10 But Does It Work?; 4.11 Bibliographic Notes; Problems; 5 Modeling Dynamic Programs; 5.1 Notational Style; 5.2 Modeling Time; 5.3 Modeling Resources; 5.4 The States of Our System; 5.5 Modeling Decisions; 5.6 The Exogenous Information Process; 5.7 The Transition Function; 5.8 The Objective Function; 5.9 A Measure-Theoretic View of Information** 327 $a5.10 Bibliographic NotesProblems; 6 Policies; 6.1 Myopic Policies; 6.2 Lookahead Policies; 6.3 Policy Function Approximations; 6.4 Value Function Approximations; 6.5 Hybrid Strategies; 6.6 Randomized Policies; 6.7 How to Choose a Policy?; 6.8 Bibliographic Notes; Problems; 7 Policy Search; 7.1 Background; 7.2 Gradient Search; 7.3 Direct Policy Search for Finite Alternatives; 7.4 The Knowledge Gradient Algorithm for Discrete Alternatives; 7.5 Simulation Optimization; 7.6 Why Does It Work?**; 7.7 Bibliographic Notes; Problems; 8 Approximating Value Functions; 8.1 Lookup Tables and Aggregation 327 $a8.2 Parametric Models8.3 Regression Variations; 8.4 Nonparametric Models; 8.5 Approximations and the Curse of Dimensionality; 8.6 Why Does It Work?**; 8.7 Bibliographic Notes; Problems; 9 Learning Value Function Approximations; 9.1 Sampling the Value of a Policy; 9.2 Stochastic Approximation Methods; 9.3 Recursive Least Squares for Linear Models; 9.4 Temporal Difference Learning with a Linear Model; 9.5 Bellman's Equation Using a Linear Model; 9.6 Analysis of TD(0), LSTD, and LSPE Using a Single State; 9.7 Gradient-Based Methods for Approximate Value Iteration* 327 $a9.8 Least Squares Temporal Differencing with Kernel Regression* 330 $aPraise for the First Edition ""Finally, a book devoted to dynamic programming and written using the language of operations research (OR)! This beautiful book fills a gap in the libraries of OR specialists and practitioners.""-Computing Reviews This new edition showcases a focus on modeling and computation for complex classes of approximate dynamic programming problems Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems i 410 0$aWiley series in probability and statistics. 606 $aDynamic programming 606 $aProgramming (Mathematics) 615 0$aDynamic programming. 615 0$aProgramming (Mathematics) 676 $a519.7/03 700 $aPowell$b Warren B.$f1955-$0882830 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910822581503321 996 $aApproximate dynamic programming$93979815 997 $aUNINA