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Introduction to stochastic dynamic programming /
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
�1983.
|
| Colección: | Probability and mathematical statistics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Ross, Sheldon M. | |
| 245 | 1 | 0 | |a Introduction to stochastic dynamic programming / |c Sheldon Ross. |
| 260 | |a New York : |b Academic Press, |c �1983. | ||
| 300 | |a 1 online resource (xi, 164 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Probability and mathematical statistics | |
| 504 | |a Includes bibliographical references and index. | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 520 | |a Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. | ||
| 505 | 0 | |a Front Cover; Introduction to Stochastic Dynamic Programming; Copyright Page; Table of Contents; Dedication; Preface; Chapter I. Finite-Stage Models; 1. Introduction; 2. A Gambling Model; 3. A Stock-Option Model; 4. Modular Functions and Monotone Policies; 5. Accepting the Best Offer; 6. A Sequential Allocation Model; 7. The Interchange Argument in Sequencing; Problems; Notes and References; Chapter II. Discounted Dynamic Programming; 1. Introduction; 2. The Optimality Equation and Optimal Policy; 3. Method of Successive Approximations; 4. Policy Improvement; 5. Solution by Linear Programming. | |
| 505 | 8 | |a 6. Extension to Unbounded RewardsProblems; References; Chapter III. Minimizing Costs-Negative Dynamic Programming; 1. Introduction and Some Theoretical Results; 2. Optimal Stopping Problems; 3. Bayesian Sequential Analysis; 4. Computational Approaches; 5. Optimal Search; Problems; References; Chapter IV. Maximizing Rewards-Positive Dynamic Programming; 1. Introduction and Main Theoretical Results; 2. Applications to Gambling Theory; 3. Computational Approaches to Obtaining V; Problems; Notes and References; Chapter V. Average Reward Criterion; 1. Introduction and Counterexamples. | |
| 505 | 8 | |a 2. Existence of an Optimal Stationary Policy3. Computational Approaches; Problems; Notes and References; Chapter VI. Stochastic Scheduling; 1. Introduction; 2. Maximizing Finite-Time Returns-Single Processor; 3. Minimizing Expected Makespan-Processors in Parallel; 4. Minimizing Expected Makespan-Processors in Series; 5. Maximizing Total Field Life; 6. A Stochastic Knapsack Model; 7. A Sequential-Assignment Problem; Problems; Notes and References; Chapter VII. Bandit Processes; 1. Introduction; 2. Single-Project Bandit Processes; 3. Multiproject Bandit Processes. | |
| 505 | 8 | |a 4. An Extension and a Nonextension5. Generalizations of the Classical Bandit Problem; Problems; Notes and References; Appendix: Stochastic Order Relations; 1. Stochastically Larger; 2. Coupling; 3. Hazard-Rate Ordering; 4. Likelihood-Ratio Ordering; Problems; Reference; Index. | |
| 546 | |a English. | ||
| 650 | 0 | |a Dynamic programming. | |
| 650 | 0 | |a Stochastic programming. | |
| 650 | 6 | |a Programmation dynamique. |0 (CaQQLa)201-0030772 | |
| 650 | 6 | |a Programmation stochastique. |0 (CaQQLa)201-0067696 | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Dynamic programming. |2 fast |0 (OCoLC)fst00900291 | |
| 650 | 7 | |a Stochastic programming. |2 fast |0 (OCoLC)fst01133530 | |
| 650 | 7 | |a Dynamische Optimierung |2 gnd |0 (DE-588)4125677-3 | |
| 650 | 7 | |a Stochastische Optimierung |2 gnd |0 (DE-588)4057625-5 | |
| 650 | 7 | |a Stochastische dynamische Optimierung |2 gnd |0 (DE-588)4183372-7 | |
| 650 | 1 | 7 | |a Stochastische programmering. |2 gtt |
| 650 | 1 | 7 | |a Dynamische programmering. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Ross, Sheldon M. |t Introduction to stochastic dynamic programming. |d New York : Academic Press, �1983 |z 9780125984201 |w (DLC) 82018163 |w (OCoLC)8805524 |
| 830 | 0 | |a Probability and mathematical statistics. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780125984201 |z Texto completo |