An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, multistage games, and mo An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, multistage games, and more. 1957 edition. Includes 37 figures.
Dynamic Programming (Dover Books on Computer Science)
An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, multistage games, and mo An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, multistage games, and more. 1957 edition. Includes 37 figures.
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I picked up this dover edition of Bellman's classic work on dynamic programming just to get a sense of full breadth of the original theory since I primarily studied aspects of this from an algorithmic perspective in computer science. Unfortunately even though I get a sense of this my understanding of math in certain areas is lacking (specifically in variational calculus) to completely understand the mathematical justification for some of the continuous results. But the discrete cases are enough I picked up this dover edition of Bellman's classic work on dynamic programming just to get a sense of full breadth of the original theory since I primarily studied aspects of this from an algorithmic perspective in computer science. Unfortunately even though I get a sense of this my understanding of math in certain areas is lacking (specifically in variational calculus) to completely understand the mathematical justification for some of the continuous results. But the discrete cases are enough to justify spending some time reading this book- especially for this price.
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