Titel: From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming
Verlag: Springer
Erscheinungsjahr: 2022
Sprache: Englisch
ISBN-10: 3030618692
ISBN-13: 9783030618698
Einband: Softcover
Zustand: New

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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.

�ber 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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