Neuro-Dynamic Programming (Optimization and Neural Computation Series, 3) - Hardcover

Dimitri P. Bertsekas; John N. Tsitsiklis; John Tsitsiklis; Bertsekas, Dimitri P.; Tsitsiklis, John; Tsitsiklis, John N.

Hardcover

ISBN 10: 1886529108 ISBN 13: 9781886529106

Publisher: Athena Scientific, 1996

Synopsis

This is the first textbook that fully explains the neuro-dynamic programming/reinforcement learning methodology, which is a recent breakthrough in the practical application of neural networks and dynamic programming to complex problems of planning, optimal decision making, and intelligent control.

Neuro-dynamic programming uses neural network approximations to overcome the "curse of dimensionality" and the "curse of modeling" that have been the bottlenecks to the practical application of dynamic programming and stochastic control to complex problems. The methodology allows systems to learn about their behavior through simulation, and to improve their performance through iterative reinforcement.

This book provides the first systematic presentation of the science and the art behind this exciting and far-reaching methodology.

The book develops a comprehensive analysis of neuro-dynamic programming algorithms, and guides the reader to their successful application through case studies from complex problem areas.

About this title

About the Author

The authors are Professors of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and members of the National Academy of Engineering.

Review

Neurodynamic Programming is a remarkable monograph that integrates a sweeping mathematical and computational landscape into a coherent body of rigorous knowledge. The topics are current, the writing is clear and to the point, the examples are comprehensive and the historical notes and comments are scholarly."

"In this monograph, Bertsekas and Tsitsiklis have performed a Herculean task that will be studied and appreciated by generations to come. I strongly recommend it to scientists and engineers eager to seriously understand the mathematics and computations behind modern behavioral machine learning. --George Cybenko in IEEE Computational Science and Engineering, May 1998:

Edition details

• Publisher: Athena Scientific
• Publication date: 1996
• ISBN 10: 1886529108
• ISBN 13: 9781886529106
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 512