Dynamic Programming

By: RICHARD BELLMAN

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Paperback | 4 March 2003

At a Glance

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384 Pages

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20.9 x 13.6 x 1.91

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An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. Written by a leading developer of such policies, it presents a series of methods, uniqueness and existence theorems, and examples for solving the relevant equations. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, strategies behind multistage games, and Markovian decision processes. Each chapter concludes with a problem set that Eric V. Denardo of Yale University, in his informative new introduction, calls "a rich lode of applications and research topics." 1957 edition. 37 figures. .

Industry Reviews

"Will definitely be of greatest benefit to the engineer or economist who wants an idea of how to attack various applied problems.

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You Can Find This Book In

Non-Fiction Mathematics Optimisation Linear Programming Computing & I.T.Computer Programming & Software Development

New Introduction
A Multi-stage Allocation Process
A Stochastic Multistage Decision Process
The Structure of Dynamic Programming Processes
Existence and Uniqueness Theorems
The Optimal Inventory Equation
Bottleneck Problems in Multistage Production Processes
Bottleneck Problems: Examples
A Continuous Stochastic Decision Process
A New Formalism in the Calculus of Variations
Multistage Games
Markovian Decision Processes
Indexes
Table of Contents provided by Publisher. All Rights Reserved.

Dynamic Programming

At a Glance

Paperback

Industry Reviews

Shipping

How to return your order

Defective items

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