Dynamic Programming: Models and Applications

by Eric V. Denardo

Overview

Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, decision-making in the face of an uncertain future, and inventory control models. A prior course in operations research is prerequisite. 1982 edition.

Product Details

ISBN-13:	9780486428109
Publisher:	Dover Publications
Publication date:	04/23/2003
Series:	Dover Books on Computer Science
Pages:	238
Product dimensions:	5.38(w) x 8.50(h) x (d)

Table of Contents

1. Introduction to Sequential Decision Processes.
2. The Prototype Sequential Decision Process.
3. Allocation, Marginal Analysis, and Lagrange Multipliers.
4. Stages, Grids, and Discretizing Control Problems.
5. Production Control and Network Flow.
6. A Markov Decision Model.
7. Inventory Control: (s, S)-Policies.
8. A Discounted Markov Decision Model.
Supplements: 1. Data Structures. 2. Convex Functions.