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Dynamic programming and optimal control

Author: Dimitri P Bertsekas
Publisher: Belmont, Mass. : Athena Scientific, ©2005-2007.
Series: Athena Scientific optimization and computation series.
Edition/Format:   Print book : English : 3rd edView all editions and formats
Summary:
"The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the  Read more...
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Document Type: Book
All Authors / Contributors: Dimitri P Bertsekas
ISBN: 1886529264 9781886529267 1886529302 9781886529304 1886529086 9781886529083 9781886529441 1886529442
OCLC Number: 61855436
Description: 2 volumes : illustrations ; 24 cm.
Contents: v. 2. Approximate dynamic programming.
Series Title: Athena Scientific optimization and computation series.
Responsibility: Dimitri P. Bertsekas.
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Abstract:

"The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning. The first volume is oriented towards modeling, conceptualization, and finite-horizon problems, but also includes a substantive introduction to infinite horizon problems that is suitable for classroom use. The second volume is oriented towards mathematical analysis and computation, treats infinite horizon problems extensively, and provides an up-to-date account of approximate large-scale dynamic programming and reinforcement learning. The text contains many illustrations, worked-out examples, and exercises."--Publisher's website.

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