Includes bibliographical references (pages 387-394) and index.
Contents
Introduction -- The dynamic programming algorithm -- Applications in specific areas -- Problems with imperfect state information -- Computational aspects of dynamic programming-suboptimal control -- Minimization of total expected value-discounted cost -- Minimization of total expected value-undiscounted cost -- Minimization of average expected value -- Appendix A. Mathematical review -- Appendix B. On optimization theory -- Appendix C. On probability theory -- Appendix D. On finite state Markov chains.
Summary
Dynamic programming and stochastic control.
Local Note
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