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scientific article; zbMATH DE number 1095138
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scientific article; zbMATH DE number 1095138 |
Statements
7 December 1997
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uncertainty
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dynamic programming
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optimal control
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sequential decision making
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combinatorial optimization
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stochastic control
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Markovian decision
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0.9756226
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0.96914876
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0.96914876
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0.9638625
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0.90512985
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0.89246804
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This two-volume book is a greatly expanded and improved version of the author's 1987 book ``Dynamic Programming: Deterministic and Stochastic Models'' (Prentice-Hall) (1987; Zbl 0649.93001). The author develops in his book in depth dynamic programming, a central algorithmic method for optimal control, sequential decision making under uncertainty and combinatorial optimization: The book gives a framework for sequential decision making, discusses deterministic and stochastic control problems and Markovian decision problems, develops the theory of deterministic optimal control problems including the Pontryagin maximum principle, treats finite and infinite horizon control problems. The given methods are illustrated with many examples and applications from engineering, operations research and other fields. The first volume is more oriented towards modeling and the second towards mathematical analysis and computation. The mathematical prerequisite for the book is a knowledge of advanced calculus, introductory probability theory and matrix-vector algebra.
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