Download or read book A Modified Form of the Iterative Method of Undiscounted Dynamic Programming written by A. Hordijk and published by . This book was released on 1973 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Markov Decision Processes written by Eugene A. Feinberg and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types ofimpacts: (i) they cost orsavetime, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view offuture events. MDPs model this paradigm and provide results on the structure and existence of good policies and on methods for their calculation.
Download or read book Iterative Dynamic Programming written by Rein Luus and published by CRC Press. This book was released on 2019-09-17 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem
Download or read book SIAM Journal on Algebraic and Discrete Methods written by Society for Industrial and Applied Mathematics and published by . This book was released on 1984 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Decision Processes written by Martin L. Puterman and published by John Wiley & Sons. This book was released on 2014-08-28 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers. . . . The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." —Zentralblatt fur Mathematik ". . . it is of great value to advanced-level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic. . . . Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up-to-date, unified, and rigorous treatment of theoretical and computational aspects of discrete-time Markov decision processes." —Journal of the American Statistical Association
Download or read book Management Science written by and published by . This book was released on 1976 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Download or read book Markov Decision Theory written by H. C. Tijms and published by . This book was released on 1977 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematics of Operations Research written by and published by . This book was released on 1984 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Centre Tracts written by and published by . This book was released on 1977 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 1124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Naval Research Logistics Quarterly written by and published by . This book was released on 1981 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Programming and Its Applications written by Martin L. Puterman and published by Academic Press. This book was released on 2014-05-10 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic Programming and Its Applications provides information pertinent to the theory and application of dynamic programming. This book presents the development and future directions for dynamic programming. Organized into four parts encompassing 23 chapters, this book begins with an overview of recurrence conditions for countable state Markov decision problems, which ensure that the optimal average reward exists and satisfies the functional equation of dynamic programming. This text then provides an extensive analysis of the theory of successive approximation for Markov decision problems. Other chapters consider the computational methods for deterministic, finite horizon problems, and present a unified and insightful presentation of several foundational questions. This book discusses as well the relationship between policy iteration and Newton's method. The final chapter deals with the main factors severely limiting the application of dynamic programming in practice. This book is a valuable resource for growth theorists, economists, biologists, mathematicians, and applied management scientists.
Download or read book Sum rios de peri dicos correntes em estat stica e economia written by and published by . This book was released on 1975 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Programming and Optimal Control written by Dimitri Bertsekas and published by Athena Scientific. This book was released on with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning. Among its special features, the book 1) provides a unifying framework for sequential decision making, 2) treats simultaneously deterministic and stochastic control problems popular in modern control theory and Markovian decision popular in operations research, 3) develops the theory of deterministic optimal control problems including the Pontryagin Minimum Principle, 4) introduces recent suboptimal control and simulation-based approximation techniques (neuro-dynamic programming), which allow the practical application of dynamic programming to complex problems that involve the dual curse of large dimension and lack of an accurate mathematical model, 5) provides a comprehensive treatment of infinite horizon problems in the second volume, and an introductory treatment in the first volume The electronic version of the book includes 29 theoretical problems, with high-quality solutions, which enhance the range of coverage of the book.
Download or read book Markovian Control Problems written by A. Federgruen and published by . This book was released on 1983 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Dynamic Programming Single and Multiple Controllers written by Ruizhuo Song and published by Springer. This book was released on 2018-12-28 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a class of novel optimal control methods and games schemes based on adaptive dynamic programming techniques. For systems with one control input, the ADP-based optimal control is designed for different objectives, while for systems with multi-players, the optimal control inputs are proposed based on games. In order to verify the effectiveness of the proposed methods, the book analyzes the properties of the adaptive dynamic programming methods, including convergence of the iterative value functions and the stability of the system under the iterative control laws. Further, to substantiate the mathematical analysis, it presents various application examples, which provide reference to real-world practices.
