rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Approximate dynamic programming
    sub title: solving the curses of dimensionality
  name:
    name part: Powell, Warren B.
    name part: 1955-
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: nju
    place:
      place term: Hoboken, N.J
    publisher: Wiley
    date issued: ©2011
    date issued: 2011
    edition: 2nd ed.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xviii, 627 pages) : illustrations
  abstract: Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems involve making decisions in the presence of uncertainty. Approximate Dynamic Programming, Second Edition uniquely integrates four distinct disciplines-Markov decision processes, mathematical programming, simulation, and statistics-to demonstrate how to successfully approach, model, and solve a wide range of real-life problems using ADP. The book continues to bridge the gap between computer science, simulation, and operations research and now adopts the notation and vocabulary of reinforcement learning as well as stochastic search and simulation optimization. The author outlines the essential algorithms that serve as a starting point in the design of practical solutions for real problems. The three curses of dimensionality that impact complex problems are introduced and detailed coverage of implementation challenges is provided. The Second Edition also features: A new chapter describing four fundamental classes of policies for working with diverse stochastic optimization problems: myopic policies, look-ahead policies, policy function approximations, and policies based on value function approximations; A new chapter on policy search that brings together stochastic search and simulation optimization concepts and introduces a new class of optimal learning strategies; Updated coverage of the exploration exploitation problem in ADP, now including a recently developed method for doing active learning in the presence of a physical state, using the concept of the knowledge gradient; A new sequence of chapters describing statistical methods for approximating value functions, estimating the value of a fixed policy, and value function approximation while searching for optimal policies. The presented coverage of ADP emphasizes models and algorithms, focusing on related applications and computation w…
  table of contents: Frontmatter -- The Challenges of Dynamic Programming -- Some Illustrative Models -- Introduction to Markov Decision Processes -- Introduction to Approximate Dynamic Programming -- Modeling Dynamic Programs -- Policies -- Policy Search -- Approximating Value Functions -- Learning Value Function Approximations -- Optimizing While Learning -- Adaptive Estimation and Stepsizes -- Exploration Versus Exploitation -- Value Function Approximations for Resource Allocation Problems -- Dynamic Resource Allocation Problems -- Implementation Challenges -- Bibliography -- Index -- Wiley Series in Probability and Statistics.
  note: Warren B. Powell.
  note: Includes bibliographical references and index.
  note: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force. WlAbNL
  subject:
    topic: Dynamic programming
  classification: T57.83 .P76 2011
  classification: 519.7/03
  related item:
    title info:
      title: Approximate dynamic programming
    name:
      name part: Powell, Warren B., 1955-
    origin info:
      publisher: Hoboken, N.J. : Wiley, ©2011
      edition: 2nd ed.
    identifier: (DLC) 2010047227
  identifier: 9781118029176
  identifier: 1118029178
  identifier: 9780470604458
  identifier: 047060445X
  identifier: 9781118029152
  identifier: 1118029151
  identifier: 9781118029169
  identifier: 111802916X
  identifier: 10.1002/9781118029176 Wiley InterScience
  identifier: http://proxy.library.tamu.edu/login
  access condition: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force. WlAbNL
  record info:
    record content source: NhCcYBP
    record creation date: 111018
    record change date: 20250511175537.7
    record identifier: in00004679682
    language of cataloging:
      language term: eng