By Bertsekas D.P., Tsitsiklis J.N.
This can be a considerably extended (by approximately 30%) and enhanced version of Vol. 1 of the best-selling dynamic programming ebook by means of Bertsekas. (A particularly minor revision of Vol.\ 2 is deliberate for the second one half 2001.) DP is a relevant algorithmic approach for optimum keep watch over, sequential selection making below uncertainty, and combinatorial optimization. The remedy specializes in easy unifying topics and conceptual foundations. It illustrates the ability of the tactic with many examples and purposes from engineering, operations examine, and economics.
Among its designated gains, the booklet:
(a) offers a unifying framework for sequential determination making
(b) develops the speculation of deterministic optimum keep an eye on together with the Pontryagin minimal precept
(c) describes neuro-dynamic programming strategies for sensible program of DP to advanced difficulties that contain the twin curse of enormous size and shortage of a correct mathematical version
(d) offers a finished remedy of endless horizon difficulties within the moment quantity, and an introductory remedy within the first quantity
(e) includes many workouts, with strategies of the main theoretical ones published at the book's www web page
Highlights of the revision: (a) a lot new fabric on suboptimal regulate, together with neuro-dynamic programming and rollout algorithms, and their purposes in combinatorial optimization and stochastic optimum keep watch over. (b) a piece on estimation and regulate of structures with a non-probabilistic (set club) description of uncertainty. (c) a piece on countless horizon continuous-time (semi-Markov) selection difficulties. (d) a brand new appendix facing the minimax and anticipated software techniques for formulating choice difficulties lower than uncertainty.
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