Abstract dynamic programming

Abstract dynamic programming

by Bertsekas, Dimitri P.

Type Book
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"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.

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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.

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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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