Approximate dynamic programming solving the curses of dimensionality

With the growing levels of sophistication in modern-day operations, it is vital for practitioners to understand how to approach, model, and solve complex industrial problems. Approximate Dynamic Programming is a result of the author's decades of experience working in large industrial settings t...

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Bibliographic Details
Main Author: Powell, Warren B.
Format: eBook
Language:English
Published: Wiley-Blackwell 2007
Series:Wiley series in probability and statistics
Subjects:
Online Access:
Collection: Wiley Online Books - Collection details see MPG.ReNa
Description
Summary:With the growing levels of sophistication in modern-day operations, it is vital for practitioners to understand how to approach, model, and solve complex industrial problems. Approximate Dynamic Programming is a result of the author's decades of experience working in large industrial settings to develop practical and high-quality solutions to problems that involve making decisions in the presence of uncertainty. This groundbreaking book uniquely integrates four distinct disciplines-Markov design processes, mathematical programming, simulation, and statistics-to demonstrate how to successfully model and solve a wide range of real-life problems using the techniques of approximate dynamic programming (ADP).
Physical Description:489 S.
ISBN:9780470171554