Dynamic programming and stochastic control /
Dynamic programming and stochastic control.
| Основен автор: | Bertsekas, Dimitri P. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
New York :
Academic Press,
1976.
|
| Серия: |
Mathematics in science and engineering ;
v. 125. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297004 |
| Подобни документи: |
Print version::
Dynamic programming and stochastic control. |
Съдържание:
- Introduction
- The dynamic programming algorithm
- Applications in specific areas
- Problems with imperfect state information
- Computational aspects of dynamic programming-suboptimal control
- Minimization of total expected value-discounted cost
- Minimization of total expected value-undiscounted cost
- Minimization of average expected value
- Appendix A. Mathematical review
- Appendix B. On optimization theory
- Appendix C. On probability theory
- Appendix D. On finite state Markov chains.