Title Statements
- Full title :Abstract dynamic programming / Dimitri P. Bertsekas.
Summary
"Abstract dynamic programming is a research monograph that provides a synthesis of old research on the foundations of dynamic programming, with the modern theory of approximate dynamic programming and new research on semicontractive models."--Page 4 de la couverture.
Read More ↓Edition Statements
- Publication Date:[2018].
- Edition:Second edition
Publication Statements
- Publisher(s):Athena Scientific
- Place of Publication:Belmont, Massachusetts
- Language:eng
- Publication Date:[2018].
The Physical Object
- Description:xiv, 345 pages : : illustrations ; : 24 cm.
Edition Identifiers
- ISBN:9781886529465, 1886529469
- oclc:on1102343532
- LC Classification:T57.83
- Dewey Decimal:519.703
Table of Contents
1. Introduction: 1.1. Structure of dynamic programming problems ; 1.2. Abstract dynamic programming models ; 1.3. Organization of the book ; 1.4. Notes, sources, and exercises -- 2. Contractive models: 2.1. Fixed point equation and optimality conditions ; 2.2. Limited lookahead policies ; 2.3. Value iteration ; 2.4. Policy iteration ; 2.5. Optimistic policy iteration ; 2.6. Asynchronous algorithms ; 2.7. Notes, sources, and exercises -- 3. Semicontractive models: 3.1. Semicontractive models and regular policies ; 3.2. Irregular policies and a perturbation approach ; 3.3. Algorithms ; 3.4. Notes, sources, and exercises -- 4. Noncontractive models: 4.1. Noncontractive models ; 4.2. Finite horizon problems ; 4.3. Infinite horizon problems ; 4.4. Semicontractive-monotone increasing models ; 4.5. Affine monotonic models ; 4.6. An overview of semicontractive models and results ; 4.7. Notes, sources, and exercises -- 5. Models with restricted policies: 5.1. A framework for restricted policies ; 5.2. Finite horizon problems ; 5.3. Contractive models ; 5.4. Borel space models ; 5.5. Notes, sources, and exercises -- Appendix A. Notation and mathematical conventions ; Appendix B. Contraction…
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