Iterative Dynamic Programming (Hardcover)

Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original scheme have made the computational procedure feasible.
With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions.
Iterative Dynamic Programming offers a comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others - previously available only in scattered journal articles - along with the insight that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.

General

Imprint:	Chapman & Hall/CRC
Country of origin:	United States
Series:	Monographs and Surveys in Pure and Applied Mathematics
Release date:	2000
First published:	2000
Authors:	Rein Luus
Dimensions:	234 x 156 x 24mm (L x W x T)
Format:	Hardcover
Pages:	342
ISBN-13:	978-1-58488-148-3
Categories:	Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Computing & IT > Computer programming > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
LSN:	1-58488-148-8
Barcode:	9781584881483

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