Title: Iterative Dynamic Programming (Monographs and Surveys in Pure and Applied Mathematics)
Publisher: Chapman and Hall/CRC
Publication Date: 2000
Language: English
ISBN 10: 1584881488
ISBN 13: 9781584881483
Binding: Hardcover
Condition: New

About this title

Synopsis

Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original scheme have made the computational procedure feasible. With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions. Iterative Dynamic Programming offers a comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others - previously available only in scattered journal articles - along with the insight that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.

About the Author

Rein Luus

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