书目名称 | Dynamic Optimization | 副标题 | Deterministic and St | 编辑 | Karl Hinderer,Ulrich Rieder,Michael Stieglitz | 视频video | | 概述 | Provides a self-contained and easy-to-read introduction to dynamic programming.Provides a comprehensive treatment of discrete-time multistage optimization.Presents the theory of Markov decision proces | 丛书名称 | Universitext | 图书封面 |  | 描述 | This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance..Dynamic Optimization. is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.. | 出版日期 | Textbook 2016 | 关键词 | dynamic programming; Markov decision processes; discrete-time multi-stage optimization; networks; stocha | 版次 | 1 | doi | https://doi.org/10.1007/978-3-319-48814-1 | isbn_softcover | 978-3-319-48813-4 | isbn_ebook | 978-3-319-48814-1Series ISSN 0172-5939 Series E-ISSN 2191-6675 | issn_series | 0172-5939 | copyright | Springer International Publishing AG 2016 |
The information of publication is updating
|
|