Dynamic programming : foundations and principles

Moshe Sniedovich

Focusing on the modeling and solution of deterministic multistage decision problems, this book looks at dynamic programming as a problem-solving optimization method. With over 400 useful references, this edition discusses the dynamic programming analysis of a problem, illustrates the rationale behind this analysis, and clarifies the theoretical grounds that justify the rationale. It also explains the meaning and role of the concept of state in dynamic programming, examines the purpose and function of the principle of optimality, and outlines solution strategies for problems defiant of conventi

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Year of publication:	2010 ; 2nd ed
Authors:	Sniedovich, Moshe
Publisher:	Boca Raton : CRC Press
Subject:	Mathematische Optimierung \| Mathematical programming \| Dynamische Optimierung \| Dynamic programming \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

Extent:	Online-Ressource (xiii, 594 p)
Series:	Pure and applied mathematics Chapman and Hall/CRC Pure and Applied Mathematics Ser
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references Front cover; Preface (first edition); List of Figures; List of Tables; Contents; Chapter 1. Introduction; Chapter 2. Fundamentals; Chapter 3. Multistage Decision Model; Chapter 4. Dynamic Programming - An Outline; Chapter 5. Solution Methods; Chapter 6. Successive Approximation Methods; Chapter 7. Optimal Policies; Chpater 8. The Curse of Dimensionality; Chapter 9. The Rest Is Mathematics and Experience; Chapter 10. Refinements; Chapter 11. The State; Chapter 12. Parametric Schemes; Chapter 13. The Principle of Optimality; Chapter 14. Forward Decomposition; Chapter 15. Push! Chapter 16. What Then Is Dynamic Programming?Appendix A. Contraction Mapping; Appendix B. Fractional Programming; Appendix C. Composite Concave Programming; Appendix D. The Principle of Optimality in Stochastic Processes; Appendix E. The Corridor Method; Bibliography; Back cover Electronic reproduction; Available via World Wide Web
ISBN:	978-0-8247-4099-3 ; 978-1-4200-1463-1 ; 978-0-8247-4099-3
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012675154