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Applied Dynamic Programming
-
Richard E. Bellman
Language:
English
Published/Copyright:
2015
About this book
This comprehensive study of dynamic programming applied to numerical solution of optimization problems. It will interest aerodynamic, control, and industrial engineers, numerical analysts, and computer specialists, applied mathematicians, economists, and operations and systems analysts.
Originally published in 1962.
The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
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Frontmatter
i -
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Introduction
vii -
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Contents
xiii -
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CHAPTER I. One-dimensional Allocation Processes
1 -
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CHAPTER II. Multidimensional Allocation Processes
39 -
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CHAPTER III. One-dimensional Smoothing and Scheduling Processes
103 -
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CHAPTER IV. Optimal Search Techniques
152 -
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CHAPTER V. Dynamic Programming and the Calculus of Variations
180 -
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CHAPTER VI. Optimal Trajectories
207 -
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CHAPTER VII. Multistage Production Processes Utilizing Complexes of Industries
234 -
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CHAPTER VIII. Feedback Control Processes
245 -
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CHAPTER IX. Computational Results for Feedback Control Processes
275 -
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CHAPTER X. Linear Equations and Quadratic Criteria
285 -
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CHAPTER XI. Markovian Decision Processes
297 -
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CHAPTER XII. Numerical Analysis
322 -
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Appendix I. On a Transcendental Curve
337 -
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Appendix II. A New Approach to the Duality Theory of Mathematical Programming
340 -
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Appendix III. A Computational Technique Based on Successive Approximations in Policy Space
348 -
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Appendix IV. On a New Functional Transform in Analysis: The Maximum Transform
354 -
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Appendix V. The RAND Johnniac Computer
357 -
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Name Index
359 -
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Subject Index
362
Publishing information
Pages and Images/Illustrations in book
eBook published on:
May 10, 2016
eBook ISBN:
9781400874651
Pages and Images/Illustrations in book
eBook ISBN:
9781400874651
Keywords for this book
Dynamic programming; Result; Quantity; Functional equation; Equation; Dimension; Recurrence relation; Calculation; Variable (mathematics); Lagrange multiplier; Computation; Numerical analysis; Approximation; Mathematical optimization; Theory; Accuracy and precision; Probability; Linear programming; Smoothing; Optimization problem; Loss function; Closed-form expression; Iteration; Mathematics; Special case; Maxima and minima; Decision-making; Derivative; Differential equation; Partial derivative; Monotonic function; State variable; Inequality (mathematics); Parameter; Newton's method; Curse of dimensionality; Trapezoidal rule; Initial condition; Sensitivity analysis; Boundary value problem; Initial value problem; Calculus of variations; Simultaneous equations; Search problem; Combination; Stochastic; Linear equation; For All Practical Purposes; Change of variables; Gradient descent; Gaussian quadrature; Extrapolation; Determination; Steady state; Coefficient; Maximum flow problem; Significant figures; Duality (optimization); Euler equations (fluid dynamics); Markov chain; Adaptive control; Decision problem; Requirement; A priori estimate; Polynomial; Sign (mathematics); Adjoint equation; Mathematical problem; Constant of integration; Linear map
Audience(s) for this book
For an expert adult audience, including professional development and academic research
