Cover Image

Approximate dynamic programming : solving the curses of dimensionality /

Show other versions (2)

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 int...

Full description

Bibliographic Details
Main Author: Powell, Warren B., 1955-
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2011.
Edition:2nd ed.
Subjects:
Dynamic programming.
Online Access:Connect to the full text of this electronic book
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.