Dynamic Programming And Its Applications
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Dynamic Programming And Its Applications
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Author : Martin L. Puterman
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Dynamic Programming And Its Applications written by Martin L. Puterman and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
Dynamic Programming and Its Applications provides information pertinent to the theory and application of dynamic programming. This book presents the development and future directions for dynamic programming. Organized into four parts encompassing 23 chapters, this book begins with an overview of recurrence conditions for countable state Markov decision problems, which ensure that the optimal average reward exists and satisfies the functional equation of dynamic programming. This text then provides an extensive analysis of the theory of successive approximation for Markov decision problems. Other chapters consider the computational methods for deterministic, finite horizon problems, and present a unified and insightful presentation of several foundational questions. This book discusses as well the relationship between policy iteration and Newton's method. The final chapter deals with the main factors severely limiting the application of dynamic programming in practice. This book is a valuable resource for growth theorists, economists, biologists, mathematicians, and applied management scientists.
Dynamic Programming And Its Applications
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Author : Martin L. Puterman
language : en
Publisher:
Release Date : 2000
Dynamic Programming And Its Applications written by Martin L. Puterman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Dynamic programming categories.
Dynamic Programming And Its Applications
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Author : Martin L. Puterman
language : en
Publisher:
Release Date : 1978
Dynamic Programming And Its Applications written by Martin L. Puterman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with categories.
Dynamic Programming
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Author : Eric V. Denardo
language : en
Publisher: Courier Corporation
Release Date : 2012-12-27
Dynamic Programming written by Eric V. Denardo and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-27 with Mathematics categories.
Designed both for those who seek an acquaintance with dynamic programming and for those wishing to become experts, this text is accessible to anyone who's taken a course in operations research. It starts with a basic introduction to sequential decision processes and proceeds to the use of dynamic programming in studying models of resource allocation. Subsequent topics include methods for approximating solutions of control problems in continuous time, production control, decision-making in the face of an uncertain future, and inventory control models. The final chapter introduces sequential decision processes that lack fixed planning horizons, and the supplementary chapters treat data structures and the basic properties of convex functions. 1982 edition. Preface to the Dover Edition.
Dynamic Programming Its Applications
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Author : M.L. Puterman
language : it
Publisher:
Release Date :
Dynamic Programming Its Applications written by M.L. Puterman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Dynamic Programming
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Author : John O.S. Kennedy
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Dynamic Programming written by John O.S. Kennedy and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
Humans interact with and are part of the mysterious processes of nature. Inevitably they have to discover how to manage the environment for their long-term survival and benefit. To do this successfully means learning something about the dynamics of natural processes, and then using the knowledge to work with the forces of nature for some desired outcome. These are intriguing and challenging tasks. This book describes a technique which has much to offer in attempting to achieve the latter task. A knowledge of dynamic programming is useful for anyone interested in the optimal management of agricultural and natural resources for two reasons. First, resource management problems are often problems of dynamic optimization. The dynamic programming approach offers insights into the economics of dynamic optimization which can be explained much more simply than can other approaches. Conditions for the optimal management of a resource can be derived using the logic of dynamic programming, taking as a starting point the usual economic definition of the value of a resource which is optimally managed through time. This is set out in Chapter I for a general resource problem with the minimum of mathematics. The results are related to the discrete maximum principle of control theory. In subsequent chapters dynamic programming arguments are used to derive optimality conditions for particular resources.
Catholic Church In The Diocese Of Maitland
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Author :
language : en
Publisher:
Release Date : 1986
Catholic Church In The Diocese Of Maitland written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
Adaptive Dynamic Programming With Applications In Optimal Control
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Author : Derong Liu
language : en
Publisher: Springer
Release Date : 2017-01-04
Adaptive Dynamic Programming With Applications In Optimal Control written by Derong Liu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-04 with Technology & Engineering categories.
This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with the fundamentals. In the core of the book, the authors address first discrete- and then continuous-time systems. Coverage of discrete-time systems starts with a more general form of value iteration to demonstrate its convergence, optimality, and stability with complete and thorough theoretical analysis. A more realistic form of value iteration is studied where value function approximations are assumed to have finite errors. Adaptive Dynamic Programming also details another avenue of the ADP approach: policy iteration. Both basic and generalized forms of policy-iteration-based ADP are studied with complete and thorough theoretical analysis in terms of convergence, optimality, stability, and error bounds. Among continuous-time systems, the control of affine and nonaffine nonlinear systems is studied using the ADP approach which is then extended to other branches of control theory including decentralized control, robust and guaranteed cost control, and game theory. In the last part of the book the real-world significance of ADP theory is presented, focusing on three application examples developed from the authors’ work: • renewable energy scheduling for smart power grids;• coal gasification processes; and• water–gas shift reactions. Researchers studying intelligent control methods and practitioners looking to apply them in the chemical-process and power-supply industries will find much to interest them in this thorough treatment of an advanced approach to control.
Dynamic Programming And Its Application To Optimal Control
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Author :
language : en
Publisher: Elsevier
Release Date : 1971-10-11
Dynamic Programming And Its Application To Optimal Control written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971-10-11 with Mathematics categories.
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Dynamic Programming And Its Application To Optimal Control
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Author : Hui Li
language : en
Publisher:
Release Date : 2018-04
Dynamic Programming And Its Application To Optimal Control written by Hui Li and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04 with categories.