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Iterative dynamic programming /

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Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast compu...

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Bibliographic Details
Main Author: Luus, Rein
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : Chapman & Hall/CRC, ©2000.
Series:Chapman & Hall/CRC monographs and surveys in pure and applied mathematics ; 110.
Subjects:
Dynamic programming.
Iterative methods (Mathematics)
Programmation dynamique.
Itération (Mathématiques)
MATHEMATICS > General.
MATHEMATICS > Applied.
Dynamic programming
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Fundamental concepts
  • 2. Steady-state optimization
  • 3. Dynamic programming
  • 4. Iterative dynamic programming
  • 5. Allowable values for control
  • 6. Evaluation of parameters in IDP
  • 7. Piecewise linear control
  • 8. Time-delay systems
  • 9. Variable stage lengths
  • 10. Singular control problems
  • 11. State constraints
  • 12. Time optimal control
  • 13. Nonseparable problems
  • 14. Sensitivity considerations
  • 15. Toward practical optimal control
  • A. Nonlinear algebraic equation solver
  • B. Listing of linear programming program
  • C. LJ optimization programs
  • D. Iterative dynamic programming programs
  • E. Listing of DVERK.