Approximate dynamic programming : solving the curses of dimensionality /

Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems involve making decisions in the presence of uncertainty. Approximate Dynamic Programming, Second Edition uniquely int...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Powell, Warren B., 1955-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, ©2011.
Edición:2nd ed.
Temas:
Dynamic programming.
Programmation dynamique.
MATHEMATICS > Linear & Nonlinear Programming.
Dynamic programming
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Frontmatter
  • The Challenges of Dynamic Programming
  • Some Illustrative Models
  • Introduction to Markov Decision Processes
  • Introduction to Approximate Dynamic Programming
  • Modeling Dynamic Programs
  • Policies
  • Policy Search
  • Approximating Value Functions
  • Learning Value Function Approximations
  • Optimizing While Learning
  • Adaptive Estimation and Stepsizes
  • Exploration Versus Exploitation
  • Value Function Approximations for Resource Allocation Problems
  • Dynamic Resource Allocation Problems
  • Implementation Challenges
  • Bibliography
  • Index
  • Wiley Series in Probability and Statistics.

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