Introduction to Dynamic Programming: International Series in Modern Applied Mathematics and Computer Science, Volume 1 (Pergamon International Library … Technology, Engineering & Social Studies) 1st Edition by Leon Cooper (PDF)

Description

Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dynamic programming. This book considers problems that can be quantitatively formulated and deals with mathematical models of situations or phenomena that exists in the real world.Organized into 10 chapters, this book begins with an overview of the fundamental components of any mathematical optimization model. This text then presents the details of the application of dynamic programming to variational problems. Other chapters consider the application of dynamic programming to inventory theory, Markov processes, chemical engineering, optimal control theory, calculus of variations, and economics. This book discusses as well the approach to problem solving that is typical of dynamic programming. The final chapter deals with a number of actual applications of dynamic programming to practical problems.This book is a valuable resource for .graduate level students of mathematics, economics, statistics, business, operations research, industrial engineering, or other engineering fields.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐DP is just putting everything in one set. Memoization is a separate technique that applies to a lot of situations – compiling a particular function or inverting it.

⭐Dynamic Programming is actually quite simple. Most books do not make it seem this way. Furthermore, most modern books will discuss dynamic programming in a small chapter and then proceed to Markov Decision Processes and Reinforcement learning. Examples are also usually scarce. Some books also use the term “examples” to discuss some context where the theory MAY be used.This book does not of that. It dedicates an entire chapter on discussing all the building blocks of DP (state space, policy etc) and then introduces DP as a method and not an algorithm. DP problems are then solved analytically. Now I’m talking about actual worked out (step for step problems). These problems are crystal clear and it is virtually impossible not to understand. The same is done then for numerical/computational problems. Multi-dimensional problems then follows where the curse of dimensionality is beautifully discussed and illustrated (I don’t really see this being done in modern books). Then state-space reduction methods are worked through to solve the problem discovered in the preceding chapter. Some of these methods are outdated but this chapter provides the basis for why forward DP methods such as Policy iteration and Value iteration work. They are just extensions of the method of successive approximation algorithm (won’t find that anywhere else). Then stochastic methods are introduced. Stochastic methods end with Markov Decision Processes as should be. Not all stochastic DP problems are Markov Decision Processes as some books would make you believe. Then continuous control is derived and it is shown that DP can give you the Euler equation and vice versa.Most worked out examples are actually solved problems from Bellman’s book.If you want to start learning DP, buy this book. It has everything for a solid foundation. Its introduction is better than that of the Bertsekas two book volume (Optimal control and Dynamic Programming). The Bertsekas book is your next stop though. But you should already be able to skim through the first book after reading this one. The Bertsekas book is good, just not as clear as this one and this one will give you the confidence to understand it.Anyway, what a beautiful book and I can’t believe it isn’t more popular.

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Free Download Introduction to Dynamic Programming: International Series in Modern Applied Mathematics and Computer Science, Volume 1 (Pergamon International Library … Technology, Engineering & Social Studies) 1st Edition in PDF format
Introduction to Dynamic Programming: International Series in Modern Applied Mathematics and Computer Science, Volume 1 (Pergamon International Library … Technology, Engineering & Social Studies) 1st Edition PDF Free Download
Download Introduction to Dynamic Programming: International Series in Modern Applied Mathematics and Computer Science, Volume 1 (Pergamon International Library … Technology, Engineering & Social Studies) 1st Edition 2014 PDF Free
Introduction to Dynamic Programming: International Series in Modern Applied Mathematics and Computer Science, Volume 1 (Pergamon International Library … Technology, Engineering & Social Studies) 1st Edition 2014 PDF Free Download
Download Introduction to Dynamic Programming: International Series in Modern Applied Mathematics and Computer Science, Volume 1 (Pergamon International Library … Technology, Engineering & Social Studies) 1st Edition PDF
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