From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research) - Softcover

Brandimarte, Paolo

 
9783030618698: From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research)
Softcover
ISBN 10: 3030618692 ISBN 13: 9783030618698
Publisher: Springer, 2022

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

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.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2022
Language
English
ISBN 10 
3030618692
ISBN 13 
9783030618698
Binding
Paperback
Edition number
1
Number of pages
218

Other Popular Editions of the Same Title

9783030618667: From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research)

Featured Edition

ISBN 10:  3030618668 ISBN 13:  9783030618667
Publisher: Springer, 2021
Hardcover