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EURO Advanced Tutorials on Operational Research
cover

From Shortest Paths to Reinforcement Learning

A MATLAB-Based Tutorial on Dynamic Programming

Authors: Brandimarte, Paolo

  • Covers both, classical numerical analysis approaches and more recent learning strategies based on Monte Carlo simulation
  • Includes well-documented MATLAB code snapshots to illustrate algorithms and applications in detail
  • Illustrate subtle modeling issues in detail
  • Illustrates a wide set of applications
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eBook 74,89 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: January 14, 2021
  • ISBN 978-3-030-61867-4
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 93,59 €
price for Spain (gross)
About this Textbook

Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.

About the authors

Paolo Brandimarte is full professor at the Department of Mathematical Sciences of Politecnico di Torino, Italy, where he teaches courses on Business Analytics, Risk Management, and Operations Research. He is the author of more than ten books on the application of optimization and simulation methods to problems ranging from quantitative finance to production and supply chain management.

Buy this book

eBook 74,89 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: January 14, 2021
  • ISBN 978-3-030-61867-4
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 93,59 €
price for Spain (gross)
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Bibliographic Information

Bibliographic Information
Book Title
From Shortest Paths to Reinforcement Learning
Book Subtitle
A MATLAB-Based Tutorial on Dynamic Programming
Authors
Series Title
EURO Advanced Tutorials on Operational Research
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-61867-4
DOI
10.1007/978-3-030-61867-4
Hardcover ISBN
978-3-030-61866-7
Series ISSN
2364-687X
Edition Number
1
Number of Pages
X, 190
Number of Illustrations
66 b/w illustrations
Topics