From Shortest Paths to Reinforcement Learning

A MATLAB-Based Tutorial on Dynamic Programming

Paolo Brandimarte author

Format:Paperback

Publisher:Springer Nature Switzerland AG

Published:12th Jan '22

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From Shortest Paths to Reinforcement Learning cover

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.

ISBN: 9783030618698

Dimensions: unknown

Weight: unknown

207 pages

1st ed. 2021