Dynamic Programming and Optimal Control, Vol. II
Dynamic Programming and Optimal Control, Vol. II
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发表时间：
1976
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通讯作者：
D. Bertsekas
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作者：
D. Bertsekas
一本关于动态规划的广泛算法方法的教科书的第二卷的主要修订，可用于最优控制，马尔可夫决策问题，不确定性下的规划和顺序决策，以及离散/组合优化。第二卷面向数学分析和计算，并广泛地讨论了无限视界问题。第三版的新特点是：1)在尺寸和范围上有了很大的扩大：长度增加了50%以上，大部分旧材料都进行了重组和/或修订。2)广泛报道（超过100页）基于仿真的近似动态规划（神经动态规划）的最新研究，使动态规划能够实际应用于大型和复杂的问题。3)对平均成本问题的深入发展（超过100页），包括对多链问题的全面分析，以及对无限空间问题的广泛分析。4)无限状态空间随机最短路径问题简介。扩展了收缩映射在无限状态空间问题和神经动态规划中的理论和应用。6)一个关于数学测量理论问题的实质性附录，这些问题必须为随机动态规划的严格理论所解决。许多补充材料可以在本书的网页上找到：http://www.athenasc.com/dpbook.html
A major revision of the second volume of a textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The second volume is oriented towards mathematical analysis and computation, and treats infinite horizon problems extensively. New features of the 3rd edition are: 1) A major enlargement in size and scope: the length has increased by more than 50%, and most of the old material has been restructured and/or revised. 2) Extensive coverage (more than 100 pages) of recent research on simulation-based approximate dynamic programming (neuro-dynamic programming), which allow the practical application of dynamic programming to large and complex problems. 3) An in-depth development of the average cost problem (more than 100 pages), including a full analysis of multichain problems, and an extensive analysis of infinite-spaces problems. 4) An introduction to infinite state space stochastic shortest path problems. 5) Expansion of the theory and use of contraction mappings in infinite state space problems and in neuro-dynamic programming. 6) A substantive appendix on the mathematical measure-theoretic issues that must be addressed for a rigorous theory of stochastic dynamic programming. Much supplementary material can be found in the book's web page: http://www.athenasc.com/dpbook.html