Decision Theory - An Introduction to Dynamic Programming & Sequential Decisions

Autor: John Bather

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Editura: John Wiley & Sons Inc

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Decision Theory An Introduction to Dynamic Programming and Sequential Decisions John Bather Universi...

Informații despre carte

Autor

John Bather

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2000

Pagini

204

EAN

9780471976493

ISBN

0471976490

Enbook ID

04895224

Editura

John Wiley & Sons Inc

Greutate

326

Dimensiuni

231 x 152 x 13

Descriere completă

Decision Theory An Introduction to Dynamic Programming and Sequential Decisions John Bather University of Sussex, UK Mathematical induction, and its use in solving optimization problems, is a topic of great interest with many applications. It enables us to study multistage decision problems by proceeding backwards in time, using a method called dynamic programming. All the techniques needed to solve the various problems are explained, and the author's fluent style will leave the reader with an avid interest in the subject. Tailored to the needs of students of optimization and decision theory Written in a lucid style with numerous examples and applications Coverage of deterministic models: maximizing utilities, directed networks, shortest paths, critical path analysis, scheduling and convexity Coverage of stochastic models: stochastic dynamic programming, optimal stopping problems and other special topics Coverage of advanced topics: Markov decision processes, minimizing expected costs, policy improvements and problems with unknown statistical parameters Contains exercises at the end of each chapter, with hints in an appendix Aimed primarily at students of mathematics and statistics, the lucid text will also appeal to engineering and science students and those working in the areas of optimization and operations research.

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Decision Theory - An Introduction to Dynamic Programming & Sequential Decisions

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