Cargando…
Introduction to dynamic programming /
Introduction to Dynamic Programming.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; New York :
Pergamon Press,
1981.
|
| Edición: | 1st ed. |
| Colección: | International series in modern applied mathematics and computer science ;
v. 1. Pergamon international library of science, technology, engineering, and social studies. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover; Introduction to Dynamic Programming; Copyright Page; Preface; Table of Contents; Chapter 1. Introduction; 1.1. Optimization; 1.2. Separable Functions; 1.3. Convex and Concave Functions; 1.4. Optima of Convex and Concave Functions; 1.5. Dynamic Programming; 1.6. Dynamic Programming: Advantages and Limitations; 1.7. The Development of Dynamic Programming; Exercises-Chapter 1; Chapter 2. Some Simple Examples; 2.1. Introduction; 2.2. The Wandering Applied Mathematician; 2.3. The Wandering Applied Mathematician (continued); 2.4. A Problem in ""Division""
- 2.5. A Simple Equipment Replacement Problem2.6. Summary; Exercises-Chapter 2; Chapter 3. Functional Equations: Basic Theory; 3.1. Introduction; 3.2. Sequential Decision Processes; 3.3. Functional Equations and the Principle of Optimality; 3.4. The Principle of Optimality-Necessary and Sufficient Conditions; Exercise-Chapter 3; Chapter 4. One-dimensional Dynamic Programming: Analytic Solutions; 4.1. Introduction; 4.2. A Prototype Problem; 4.3. Some Variations of the Prototype Problem; 4.4. Some Generalizations of the Prototype Problem; 4.5. Some Generalizations
- 5.9. Some Integer Constrained Problems5.10. A Deterministic Inventory Problem-Forward and Backward Recursion; Exercises-Chapter 5; Chapter 6. Multidimensional Problems; 6.1. Introduction; 6.2. A Nonlinear Allocation Problem; 6.3. A Nonlinear Allocation Problem with Several Decision Variables; 6.4. An Equipment Replacement Problem; 6.5. Some Investment Problems; 6.6. A Stochastic Decision Problem; 6.7. The Traveling Salesman Problem; 6.8. A Multicomponent Reliability Problem; 6.9. A Problem in Product Development and Planning; 6.10. A Smoothing Problem; 6.11. Operation of a Chemical Reactor
- Exercises-Chapter 6Chapter 7. Reduction of State Dimensionality and Approximations; 7.1. Introduction; 7.2. Lagrange Multipliers and Reduction of State Variables; 7.3. Method of Successive Approximations; 7.4. Approximation in Policy and Function Space; 7.5. Polynomial Approximation in Dynamic Programming; 7.6. Reduction of Dimensionality and Expanding Grids; 7.7. A New Method for Reduction of Dimensionality; Exercises-Chapter 7; Chapter 8. Stochastic Processes and Dynamic Programming; 8.1. Introduction; 8.2. A Stochastic Allocation Problem-Discrete Case