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From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research) - Hardcover

Buch 12 von 15: EURO Advanced Tutorials on Operational Research

Brandimarte, Paolo

 
9783030618667: From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research)
Hardcover
ISBN 10: 3030618668 ISBN 13: 9783030618667
Verlag: Springer, 2021

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.

Von der hinteren Coverseite

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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Verlag
Springer
Erscheinungsdatum
2021
Sprache
Englisch
ISBN 10 
3030618668
ISBN 13 
9783030618667
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
218
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