Название: Abstract Dynamic Programming, 2nd Edition Автор: Dimitri P. Bertsekas
Издательство: Athena Scientific
Год: 2018
Страниц: 360
Язык: английский
Формат: pdf (true), djvu
Размер: 10.1 MB
A research monograph providing a synthesis of old research on the foundations of dynamic programming, with the modern theory of approximate dynamic programming and new research on semicontractive models. It aims at a unified and economical development of the core theory and algorithms of total cost sequential decision problems, based on the strong connections of the subject with fixed point theory. The analysis focuses on the abstract mapping that underlies dynamic programming and defines the mathematical character of the associated problem. The discussion centers on two fundamental properties that this mapping may have: monotonicity and (weighted sup-norm) contraction. It turns out that the nature of the analytical and algorithmic DP theory is determined primarily by the presence or absence of these two properties, and the rest of the problem's structure is largely inconsequential.
