Dynamic Programming by Dimitri

نویسنده

  • Dimitri P. Bertsekas
چکیده

Dynamic Programming by Dimitri P. Bertsekas Massachusetts Institute of Technology Chapter 4 Noncontractive Models UPDATED July 17, 2017 This is an updated version of Chapter 4 of the author’s research monograph “Abstract Dynamic Programming,” Athena Scientific, 2013. It replaces Sections 4.4-4.7 of the original with new material. The chapter will be periodically updated, and represents “work in progress.” It may contain errors (hopefully not serious ones). Your comments and suggestions to the author at [email protected] are welcome.

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منابع مشابه

Abstract Dynamic Programming

Dynamic Programming Dimitri P. Bertsekas Massachusetts Institute of Technology WWW site for book information and orders http://www.athenasc.com Athena Scientific, Belmont, Massachusetts

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A general theory of dynamic programming must deal with the formidable mathematical questions that arise from the presence of uncountable probability spaces. These questions are explored at some length by means of a simple example in Section 2. With this example as motivation, the mathematical preliminaries necessary for the construction of a general finite horizon model are developed in Section...

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تاریخ انتشار 2017