From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming

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Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with prob…

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Title Statements

Full title :From Shortest Paths to Reinforcement Learning : A MATLAB-Based Tutorial on Dynamic Programming / Paolo Brandimarte [aut]

Summary

Edition Statements

Publication Date:2021

Publication Statements

Publisher(s):Springer International Publishing
Place of Publication:Cham
Language:eng
Publication Date:2021

The Physical Object

Description:1 online resource

Edition Identifiers

ISBN:9783030618674, 3030618676, 9783030618681, 3030618684, 9783030618698, 3030618692, 9783030618667, 3030618668
DOI:10.1007/978-3-030-61867-4
oclc:on1346763133

The dynamic programming principle -- Implementing dynamic programming -- Modeling for dynamic programming -- Numerical dynamic programming for discrete states -- Approximate dynamic programming and reinforcement learning for discrete states -- Numerical dynamic programming for continuous states -- Approximate dynamic programming and reinforcement learning for continuous states.

Subjects

BUSINESS & ECONOMICS Business Management Économétrie financieel management Management Mathematical statistics mathematische modellen Methodology of economics Numerical analysis numerieke analyse Operational research. Game theory operationeel onderzoek Planning (firm) Quantitative methods (economics)