Dynamic Programming and Optimal Control, Volume 2, 4th Edition Approximate Dynamic Programming, 動的計画法と最適制御, 第2巻, 第4版, 9781886529441,978-1-886529-44-1
Description
本書は最適制御やマルコフ問題、離散的または組み合わせの最適化などに利用できるダイナミックプログラミングの幅広いアルゴリズム方法論において最新の教科書です。多数のイラストと共に、実用的な例や演習問題も多く含まれています。
The leading and most up-to-date 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 treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning.
The first volume is oriented towards modeling, conceptualization, and finite-horizon problems, but also includes a substantive introduction to infinite horizon problems that is suitable for classroom use. The second volume is oriented towards mathematical analysis and computation, treats infinite horizon problems extensively, and provides an up-to-date account of approximate large-scale dynamic programming and reinforcement learning. The text contains many illustrations, worked-out examples, and exercises.