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ISBN-13:
9780486317199
Veröffentl:
2013
Seiten:
384
Autor:
Richard Bellman
Serie:
Dover Books on Computer Science
eBook Typ:
EPUB
eBook Format:
EPUB
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
Beschreibung:
An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. Written by a leading developer of such policies, it presents a series of methods, uniqueness and existence theorems, and examples for solving the relevant equations. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, strategies behind multistage games, and Markovian decision processes. Each chapter concludes with a problem set that Eric V. Denardo of Yale University, in his informative new introduction, calls "a rich lode of applications and research topics." 1957 edition. 37 figures.
New Introduction by Eric V. Denardo, Yale University1. A Multi-stage Allocation Process2. A Stochastic Multistage Decision Process3. The Structure of Dynamic Programming Processes4. Existence and Uniqueness Theorems5. The Optimal Inventory Equation6. Bottleneck Problems in Multistage Production Processes7. Bottleneck Problems: Examples8. A Continuous Stochastic Decision Process9. A New Formalism in the Calculus of Variations10. Multistage Games11. Markovian Decision Processes Indexes.