From Shortest Paths to Reinforcement Learning
A MATLAB-Based Tutorial on Dynamic Programming
Authors: Brandimarte, Paolo
Free Preview- 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
Buy this book
- 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.
- Table of contents (7 chapters)
-
-
The Dynamic Programming Principle
Pages 1-34
-
Implementing Dynamic Programming
Pages 35-66
-
Modeling for Dynamic Programming
Pages 67-97
-
Numerical Dynamic Programming for Discrete States
Pages 99-140
-
Approximate Dynamic Programming and Reinforcement Learning for Discrete States
Pages 141-160
-
Table of contents (7 chapters)
Buy this book
Services for this Book
Recommended for you
Bibliographic Information
- Bibliographic Information
-
- Book Title
- From Shortest Paths to Reinforcement Learning
- Book Subtitle
- A MATLAB-Based Tutorial on Dynamic Programming
- Authors
-
- Paolo Brandimarte
- 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
- XI, 207
- Number of Illustrations
- 67 b/w illustrations
- Topics
