Dynamic Programming

Dynamic Programming

by Richard E. Bellman
     
 

ISBN-10: 0691146683

ISBN-13: 9780691146683

Pub. Date: 07/26/2010

Publisher: Princeton University Press

This classic book is an introduction to dynamic programming, presented by the scientist who coined the term and developed the theory in its early stages. In Dynamic Programming, Richard E. Bellman introduces his groundbreaking theory and furnishes a new and versatile mathematical tool for the treatment of many complex problems, both within and outside of the

Overview

This classic book is an introduction to dynamic programming, presented by the scientist who coined the term and developed the theory in its early stages. In Dynamic Programming, Richard E. Bellman introduces his groundbreaking theory and furnishes a new and versatile mathematical tool for the treatment of many complex problems, both within and outside of the discipline.

The book is written at a moderate mathematical level, requiring only a basic foundation in mathematics, including calculus. The applications formulated and analyzed in such diverse fields as mathematical economics, logistics, scheduling theory, communication theory, and control processes are as relevant today as they were when Bellman first presented them. A new introduction by Stuart Dreyfus reviews Bellman's later work on dynamic programming and identifies important research areas that have profited from the application of Bellman's theory.

Product Details

ISBN-13:
9780691146683
Publisher:
Princeton University Press
Publication date:
07/26/2010
Series:
Princeton Landmarks in Mathematics and Physics Series
Edition description:
With a New introduction by Stuart Dreyfus
Pages:
360
Product dimensions:
6.00(w) x 9.10(h) x 1.00(d)

Table of Contents

New Introduction by Eric V. Denardo, Yale University
1. A Multi-stage Allocation Process
2. A Stochastic Multistage Decision Process
3. The Structure of Dynamic Programming Processes
4. Existence and Uniqueness Theorems
5. The Optimal Inventory Equation
6. Bottleneck Problems in Multistage Production Processes
7. Bottleneck Problems: Examples
8. A Continuous Stochastic Decision Process
9. A New Formalism in the Calculus of Variations
10. Multistage Games
11. Markovian Decision Processes
  Indexes.

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