From Shortest Paths to Reinforcement Learning
ISBN:
978-3-03-061869-8
Auflage:
1st ed. 2021
Verlag:
Springer International Publishing
Land des Verlags:
Schweiz
Erscheinungsdatum:
12.01.2022
Reihe:
EURO Advanced Tutorials on Operational Research
Format:
Softcover
Seitenanzahl:
207
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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.
Biografische Anmerkung
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.
