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

Brandimarte, Paolo

ISBN 10: 3030618692 / ISBN 13: 9783030618698

Verlag: Springer, 2022

In. Bestandsnummer des Verkäufers ria9783030618698_new

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.

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.

Bibliografische Details

Titel: From Shortest Paths to Reinforcement ...
Verlag: Springer
Erscheinungsdatum: 2022
Einband: Softcover
Zustand: New