Title: From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Operational Research)
Publisher: Springer
Publication Date: 2022
Language: English
ISBN 10: 3030618692
ISBN 13: 9783030618698
Binding: Soft cover
Condition: New

About this title

Synopsis

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 Author

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.

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