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From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research) - Softcover
Inhaltsangabe
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 probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.
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Über die Autorin bzw. den Autor
Paolo Brandimarte is full professor at the Department of Mathematical Sciences of Politecnico di Torino, Italy, where he teaches courses on Business Analytics, Risk Management, and Operations Research. He is the author of more than ten books on the application of optimization and simulation methods to problems ranging from quantitative finance to production and supply chain management.
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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 probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.
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- VerlagSpringer
- Erscheinungsdatum2022
- ISBN 10 3030618692
- ISBN 13 9783030618698
- EinbandTapa blanda
- SpracheEnglisch
- Auflage1
- Anzahl der Seiten220
- Kontakt zum HerstellerNicht verfügbar
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From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research)
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From Shortest Paths to Reinforcement Learning : A MATLAB-Based Tutorial on Dynamic Programming
ISBN 10: 3030618692
ISBN 13: 9783030618698
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 assumesbasic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics. Artikel-Nr. 9783030618698
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