From Shortest Paths to Reinforcement Learning : A MATLAB-Based Tutorial on Dynamic Programming / / by Paolo Brandimarte
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| Autore: |
Brandimarte Paolo
|
| Titolo: |
From Shortest Paths to Reinforcement Learning : A MATLAB-Based Tutorial on Dynamic Programming / / by Paolo Brandimarte
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Edizione: | 1st ed. 2021. |
| Descrizione fisica: | 1 online resource (XI, 207 p. 67 illus.) |
| Disciplina: | 519.703 |
| Soggetto topico: | Operations research |
| Management science | |
| Econometrics | |
| Numerical analysis | |
| Social sciences - Mathematics | |
| Industrial Management | |
| Operations Research and Decision Theory | |
| Operations Research, Management Science | |
| Quantitative Economics | |
| Numerical Analysis | |
| Mathematics in Business, Economics and Finance | |
| Nota di contenuto: | The dynamic programming principle -- Implementing dynamic programming -- Modeling for dynamic programming -- Numerical dynamic programming for discrete states -- Approximate dynamic programming and reinforcement learning for discrete states -- Numerical dynamic programming for continuous states -- Approximate dynamic programming and reinforcement learning for continuous states. |
| Sommario/riassunto: | Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics. |
| Titolo autorizzato: | From shortest paths to reinforcement learning |
| ISBN: | 3-030-61867-6 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910484119403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
EURO Advanced Tutorials on Operational Research, . 2364-6888