From Shortest Paths to Reinforcement Learning (Innbundet)

A MATLAB-Based Tutorial on Dynamic Programming

Serie: EURO Advanced Tutorials on Operational Research 

Forfatter:

Forfatter:
Innbinding: Innbundet
Utgivelsesår: 2021
Antall sider: 207
Forlag: Springer Nature Switzerland AG
Språk: Engelsk
Serie:
ISBN/EAN: 9783030618667
Kategori: Teknologi, transport og landbruk og Matematikk
Omtale From Shortest Paths to Reinforcement Learning
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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