Download or read book Non Stationary Dynamic Programming with Additive and Multiplicative Rewards written by Robert Chuenlin Wang and published by . This book was released on 1974 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author considers a non-stationary, discrete time, stochastic dynamic programming model in which the problem is to determine a policy for choosing actions that maximizes the expected total reward. The novelty of this model is that it covers multiplicative rewards as well as the usual additive rewards. The optimality equation, a value iteration procedure and related results are studied for Borel state and action spaces and essentially negative or positive rewards. Sufficient conditions for the existence of deterministic optimal policies are presented for uniformly bounded rewards.

Download or read book Foundations of Non stationary Dynamic Programming with Discrete Time Parameter written by K. Hinderer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present work is an extended version of a manuscript of a course which the author taught at the University of Hamburg during summer 1969. The main purpose has been to give a rigorous foundation of stochastic dynamic programming in a manner which makes the theory easily applicable to many different practical problems. We mention the following features which should serve our purpose. a) The theory is built up for non-stationary models, thus making it possible to treat e.g. dynamic programming under risk, dynamic programming under uncertainty, Markovian models, stationary models, and models with finite horizon from a unified point of view. b) We use that notion of optimality (p-optimality) which seems to be most appropriate for practical purposes. c) Since we restrict ourselves to the foundations, we did not include practical problems and ways to their numerical solution, but we give (cf.section 8) a number of problems which show the diversity of structures accessible to non stationary dynamic programming. The main sources were the papers of Blackwell (65), Strauch (66) and Maitra (68) on stationary models with general state and action spaces and the papers of Dynkin (65), Hinderer (67) and Sirjaev (67) on non-stationary models. A number of results should be new, whereas most theorems constitute extensions (usually from stationary models to non-stationary models) or analogues to known results.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1976 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Foundations of Non Stationary Dynamic Programming with Discrete Time Parameter written by Karl Hinderer and published by . This book was released on 1970-08 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Foundations of Non Stationary Dynamic Programming with Discrete Time written by K. Hinderer and published by . This book was released on 1970 with total page 0 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 1977 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dynamic Programming with Negative Rewards and Average Reward Criterion written by Prakash Gajanan Awate and published by . This book was released on 1975 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basic results on dynamic programming with finite state and action spaces are generalized to a class of dynamic programming problems that includes most queuing control problems treated in literature. The results establish existence of average reward optimal stationary policies and uniqueness of solution to the functional equation of dynamic programming in the average reward case among nonpositive functions up to an additive constant. The question of convergence of discount optimal policies to average optimal policies is settled in a fairly general setting. Existence of nearly optimal policies is shown in a particular queuing control problem. The principle which turns out to be most useful in the study is a basic probabilistic systems theorem to the effect that a fair game remains fair under transformation by certain systems of optional stopping. (Author).

Download or read book Markov Decision Problems with Expected Utility Criteria written by Stanford University. Department of Operations Research and published by . This book was released on 1975 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1984 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bulletin of Mathematical Statistics written by and published by . This book was released on 1976 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Reinforcement Learning and Dynamic Programming Using Function Approximators written by Lucian Busoniu and published by CRC Press. This book was released on 2017-07-28 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: From household appliances to applications in robotics, engineered systems involving complex dynamics can only be as effective as the algorithms that control them. While Dynamic Programming (DP) has provided researchers with a way to optimally solve decision and control problems involving complex dynamic systems, its practical value was limited by algorithms that lacked the capacity to scale up to realistic problems. However, in recent years, dramatic developments in Reinforcement Learning (RL), the model-free counterpart of DP, changed our understanding of what is possible. Those developments led to the creation of reliable methods that can be applied even when a mathematical model of the system is unavailable, allowing researchers to solve challenging control problems in engineering, as well as in a variety of other disciplines, including economics, medicine, and artificial intelligence. Reinforcement Learning and Dynamic Programming Using Function Approximators provides a comprehensive and unparalleled exploration of the field of RL and DP. With a focus on continuous-variable problems, this seminal text details essential developments that have substantially altered the field over the past decade. In its pages, pioneering experts provide a concise introduction to classical RL and DP, followed by an extensive presentation of the state-of-the-art and novel methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, they elaborate on their work with illustrative examples and insightful comparisons. Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications. The recent development of applications involving complex systems has led to a surge of interest in RL and DP methods and the subsequent need for a quality resource on the subject. For graduate students and others new to the field, this book offers a thorough introduction to both the basics and emerging methods. And for those researchers and practitioners working in the fields of optimal and adaptive control, machine learning, artificial intelligence, and operations research, this resource offers a combination of practical algorithms, theoretical analysis, and comprehensive examples that they will be able to adapt and apply to their own work. Access the authors' website at www.dcsc.tudelft.nl/rlbook/ for additional material, including computer code used in the studies and information concerning new developments.

Download or read book Government Reports Announcements Index written by and published by . This book was released on 1975 with total page 1258 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Government Reports Announcements written by and published by . This book was released on 1975-10-03 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Government Reports Index written by and published by . This book was released on 1975 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Notices of the American Mathematical Society written by American Mathematical Society and published by . This book was released on 1974 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains articles of significant interest to mathematicians, including reports on current mathematical research.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1975 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Government Reports Annual Index written by and published by . This book was released on 1975 with total page 854 pages. Available in PDF, EPUB and Kindle. Book excerpt: