新書推薦:
《
不完全契约
》
售價:HK$
97.9
《
知脊:脊柱使用说明书
》
售價:HK$
107.8
《
中国早期民法新论:案例、法规、概念与法律之外
》
售價:HK$
52.8
《
六星纪元:盟战时代
》
售價:HK$
85.8
《
明代女真史
》
售價:HK$
104.5
《
富足人生指南:用十年时间实现富而喜悦
》
售價:HK$
85.8
《
少女杂货铺 Procreate可爱质感插画教程
》
售價:HK$
76.8
《
数理人文(第1辑)
》
售價:HK$
107.8
|
內容簡介: |
博塞克斯编著的《抽象动态规划国际知名大学原版教材信息技术学科与电气工程学科系列》采用一种简洁的方式介绍动态规划的理论与方法。首先把动态规划的核心问题表述为一类抽象影射的不动点问题,然后将决定不动点问题求解难度的主要因素概括为上述抽象投影射的两个性质,接着顺序讨论了各种典型情况下的相应不动点问题的主要性质和求解方法。
|
目錄:
|
1.Introduction
1.1.Structure of Dynamic Programming Problems
1.2.Abstract Dynamic Programming Models
1.2.1.Problem Formulation
1.2.2.Monotonicity and Contraction Assumptions
1.2.3.Some Examples
1.2.4.Approximation-Related Mappings
1.3.Organization of the Book
1.4.Notes, Sources, and Exercises
2.Contractive Models
2.1.Fixed Point Equation and Optimality Conditions
2.2.Limited Lookahead Policies
2.3.Value Iteration
2.3.1.Approximate Value Iteration
2.4.Policy Iteration
2.4.1.Approximate Policy Iteration
2.5.Optimistic Policy Iteration
2.5.1.Convergence of Optimistic Policy Iteration
2.5.2.Approximate Optimistic Policy Iteration
2.6.Asynchronous Algorithms
2.6.1.Asynchronous Value Iteration
2.6.2.Asynchronous Policy Iteration
2.6.3.Policy Iteration with a Uniform Fixed Point
2.7.Notes, Sources, and Exercises
3.Semicontractive Models
3.1.Semicontractive Models and Regular Policies
3.1.1.Fixed Points, Optimality Conditions, and
Algorithmic Results
3.1.2.Illustrative Example: Deterministic Shortest
Path Problems
3.2.Irregular Policies and a Perturbation Approach
3.2.1.The Case Where Irregular Policies Have Infinite
Cost
3.2.2.The Case Where Irregular Policies Have Finite
Cost - Perturbations
3.3.Algorithms
3.3.1.Asynchronous Value Iteration
3.3.2.Asynchronous Policy Iteration
3.3.3.Policy Iteration with Perturbations
3.4.Notes, Sources, and Exercises
4.Noncontractive Models
4.1.Noncontractive Models
4.2.Finite Horizon Problems
4.3.Infinite Horizon Problems
4.3.1.Fixed Point Properties and Optimality Conditions
4.3.2.Value Iteration
4.3.3.Policy Iteration
4.4.Semicontractive-Monotone Increasing Models
4.4.1.Value and Policy Iteration Algorithms
4.4.2.Some Applications
4.4.3.Linear-Quadratic Problems
4.5.Affine Monotonic Models
4.5.1.Increasing Affine Monotonic Models
4.5.2.Nonincreasing Affine Monotonic Models
4.5.3.Exponential Cost Stochastic Shortest Path
Problems
4.6.An Overview of Semicontractive Models and Results
4.7.Notes, Sources, and Exercises
5.Models with Restricted Policies
5.1.A Framework for Restricted Policies
5.1.1.General Assumptions
5.2.Finite Horizon Problems
5.3.Contractive Models
5.4.Borel Space Models
5.5.Notes, Sources, and Exercises
Appendix A: Notation and Mathematical Conventions
Appendix B: Contraction Mappings
Appendix C: Measure Theoretic Issues
Appendix D: Solutions of Exercises
References
Index
|
|