Dynamic Programming: Foundations and Principles, Second Edition

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CRC Press, 10. sep. 2010 - 624 strani

Incorporating a number of the author’s recent ideas and examples, Dynamic Programming: Foundations and Principles, Second Edition presents a comprehensive and rigorous treatment of dynamic programming. The author emphasizes the crucial role that modeling plays in understanding this area. He also shows how Dijkstra’s algorithm is an excellent example of a dynamic programming algorithm, despite the impression given by the computer science literature.

New to the Second Edition

  • Expanded discussions of sequential decision models and the role of the state variable in modeling
  • A new chapter on forward dynamic programming models
  • A new chapter on the Push method that gives a dynamic programming perspective on Dijkstra’s algorithm for the shortest path problem
  • A new appendix on the Corridor method

Taking into account recent developments in dynamic programming, this edition continues to provide a systematic, formal outline of Bellman’s approach to dynamic programming. It looks at dynamic programming as a problem-solving methodology, identifying its constituent components and explaining its theoretical basis for tackling problems.

 

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Vsebina

Chapter 2 Fundamentals
11
Chapter 3 Multistage Decision Model
35
Chapter 4 Dynamic Programming An Outline
59
Chapter 5 Solution Methods
85
Chapter 6 Successive Approximation Methods
111
Chapter 7 Optimal Policies
145
Chpater 8 The Curse of Dimensionality
169
Chapter 9 The Rest Is Mathematics and Experience
183
Chapter 14 Forward Decomposition
381
Chapter 15 Push
419
Chapter 16 What Then Is Dynamic Programming?
453
Appendix A Contraction Mapping
489
Appendix B Fractional Programming
503
Appendix C Composite Concave Programming
511
Appendix D The Principle of Optimality in Stochastic Processes
529
Appendix E The Corridor Method
535

Chapter 10 Refinements
197
Chapter 11 The State
261
Chapter 12 Parametric Schemes
333
Chapter 13 The Principle of Optimality
357
Bibliography
549
Back cover
595
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O avtorju (2010)

Moshe Sniedovich is a Principal Fellow (Associate) in the Department of Mathematics and Statistics at the University of Melbourne in Australia. Dr. Sniedovich has worked at the Israel Ministry of Agriculture, University of Arizona, Princeton University, IBM TJ Watson Research Center, and South Africa National Research Institute for Mathematical Sciences. He earned his B.Sc. from Technion and his Ph.D. from the University of Arizona.

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