From Shortest Paths to Reinforcement Learning

A MATLAB-Based Tutorial on Dynamic Programming

By:

Paolo Brandimarte

Format:

Paperback / softback

Series:

Euro Advanced Tutorials on Operational Research

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Description

Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.

Author Biography:

Paolo Brandimarte is full professor at the Department of Mathematical Sciences of Politecnico di Torino, Italy, where he teaches courses on Business Analytics, Risk Management, and Operations Research. He is the author of more than ten books on the application of optimization and simulation methods to problems ranging from quantitative finance to production and supply chain management.

Release date Australia

January 12th, 2022

Author

Paolo Brandimarte

Audience

Professional & Vocational

Edition

1st ed. 2021

Illustrations

67 Illustrations, black and white; XI, 207 p. 67 illus.

Pages

207

Series

Euro Advanced Tutorials on Operational Research

ISBN-13

9783030618698

Product ID

35646402

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