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Dynamic Optimization: Deterministic and Stochastic Models

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Provides a self-contained and easy-to-read introduction to dynamic programming Provides a comprehensive treatment of discrete-time multistage optimization Presents the theory of Markov decision processes without advanced measure theory Includes various examples and exercises (without solutions) Includes supplementary material: sn.pub/extras

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Provides a self-contained and easy-to-read introduction to dynamic programming Provides a comprehensive treatment of discrete-time multistage optimization Presents the theory of Markov decision processes without advanced measure theory Includes various examples and exercises (without solutions) Includes supplementary material: sn.pub/extras

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783319488134
Publisher
Springer
Year
2016
Pages
XXII, 530 p.
Series Title
Universitext
Language
English
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