Bellman, Richard
Dynamic Programming
- ISBN 13:
- 9780486428093
- author:
- Bellman, Richard
- format:
- Paperback
- publisher:
- Dover Publications Inc.
- language:
- English
- Publication Year:
- 2003
- Pages:
- 366
- Dimensions:
- 133 mm X 210 mm
- Genre:
- Mathematics
- Condition:
- New
- Availability:
- Item usually sent within 7 working days
Description
Dynamic Programming: A Mathematical Theory for Solving Optimal Policies
This comprehensive introduction to the mathematical theory of multistage decision processes presents a functional equation approach to discovering optimum policies. Written by a leading developer in the field, it covers a range of methods, uniqueness and existence theorems, and examples for solving relevant equations.
Topics include existence and uniqueness theorems, optimal inventory equations, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, strategies behind multistage games, and Markovian decision processes. Each chapter concludes with a problem set to help readers apply these concepts to real-world problems.