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Cover: 9783030618667 | From Shortest Paths to Reinforcement Learning | Paolo Brandimarte
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From Shortest Paths to Reinforcement Learning
A MATLAB-Based Tutorial on Dynamic Programming
Buch von Paolo Brandimarte
Sprache: Englisch

106,99 €*

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Beschreibung
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.
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 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.
Zusammenfassung

Covers both, classical numerical analysis approaches and more recent learning strategies based on Monte Carlo simulation

Includes well-documented MATLAB code snapshots to illustrate algorithms and applications in detail

Illustrate subtle modeling issues in detail

Illustrates a wide set of applications

Includes supplementary material: [...]

Inhaltsverzeichnis
The dynamic programming principle.- Implementing dynamic programming.- Modeling for dynamic programming.- Numerical dynamic programming for discrete states.- Approximate dynamic programming and reinforcement learning for discrete states.- Numerical dynamic programming for continuous states.- Approximate dynamic programming and reinforcement learning for continuous states.
Details
Erscheinungsjahr: 2021
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 220
Reihe: EURO Advanced Tutorials on Operational Research
Inhalt: xi
207 S.
67 s/w Illustr.
207 p. 67 illus.
ISBN-13: 9783030618667
ISBN-10: 3030618668
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Brandimarte, Paolo
Auflage: 1st ed. 2021
Hersteller: Springer International Publishing
Springer International Publishing AG
EURO Advanced Tutorials on Operational Research
Maße: 241 x 160 x 18 mm
Von/Mit: Paolo Brandimarte
Erscheinungsdatum: 12.01.2021
Gewicht: 0,5 kg
preigu-id: 118954515
Über 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.
Zusammenfassung

Covers both, classical numerical analysis approaches and more recent learning strategies based on Monte Carlo simulation

Includes well-documented MATLAB code snapshots to illustrate algorithms and applications in detail

Illustrate subtle modeling issues in detail

Illustrates a wide set of applications

Includes supplementary material: [...]

Inhaltsverzeichnis
The dynamic programming principle.- Implementing dynamic programming.- Modeling for dynamic programming.- Numerical dynamic programming for discrete states.- Approximate dynamic programming and reinforcement learning for discrete states.- Numerical dynamic programming for continuous states.- Approximate dynamic programming and reinforcement learning for continuous states.
Details
Erscheinungsjahr: 2021
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 220
Reihe: EURO Advanced Tutorials on Operational Research
Inhalt: xi
207 S.
67 s/w Illustr.
207 p. 67 illus.
ISBN-13: 9783030618667
ISBN-10: 3030618668
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Brandimarte, Paolo
Auflage: 1st ed. 2021
Hersteller: Springer International Publishing
Springer International Publishing AG
EURO Advanced Tutorials on Operational Research
Maße: 241 x 160 x 18 mm
Von/Mit: Paolo Brandimarte
Erscheinungsdatum: 12.01.2021
Gewicht: 0,5 kg
preigu-id: 118954515
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