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Introduction and Organization of the Book,In this treatise we deal with optimization problems whose objective functions show a sequential structure and hence are amenable to sequential methods. The corresponding field mostly goes by the name .. Other names are . and .. In order to avoid possible confusion with programming in computer science we speak of ..投票 发表于 2025-3-25 14:10:44
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Examples of Deterministic Dynamic ProgramsIn this chapter we explicitly solve the following: optimal routing of a freighter, a production-inventory problem with linear costs, allocation and linear-quadratic problems and a scheduling problem. Then we discuss some further models: DPs with random length of periods and with random termination.萤火虫 发表于 2025-3-25 23:26:33
Absorbing Dynamic Programs and Acyclic NetworksWe study the problem of maximizing the sum of discounted rewards, earned not over a fixed number of periods, but until the decision process enters a given absorbing set. The basic theorem for absorbing DPs is derived. Moreover, we show how absorbing DPs can be used to find cost-minimal subpaths in acyclic networks.OFF 发表于 2025-3-26 03:47:12
Concavity and Convexity of the Value FunctionsHere we deal with the following questions, assuming that the functions under consideration are defined on convex sets or on a non-degenerate discrete interval.FANG 发表于 2025-3-26 06:13:27
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Control Models with DisturbancesIn this chapter we introduce control models with finite and i.i.d. disturbances. We prove the reward iteration and derive the basic solution techniques: value iteration and optimality criterion.易改变 发表于 2025-3-26 17:28:36
Markovian Decision Processes with Finite Transition LawFirstly we introduce MDPs with finite state spaces, prove the reward iteration and derive the basic solution techniques: value iteration and optimality criterion. Then MDPs with finite transition law are considered. There the set of reachable states is finite.