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Dynamic programming --- Non-negative matrices --- Programmation dynamique --- Matrices non négatives
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Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Stochastic processes --- Dynamic programming --- Stochastic programming --- Programmation dynamique --- Programmation stochastique --- 519.85 --- Linear programming --- Mathematical optimization --- Programming (Mathematics) --- Systems engineering --- Mathematical programming --- 519.85 Mathematical programming --- Dynamic programming. --- Stochastic programming.
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519.8 --- Operational research --- 519.8 Operational research --- Dynamic programming --- Programmation dynamique --- Stochastic control theory --- Dynamic programming. --- Stochastic control theory. --- Mathematical optimization --- Control theory --- Stochastic processes --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Programming (Mathematics) --- Systems engineering --- Mathematical control systems --- Mathematical optimization. --- Optimisation mathématique
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