Abstract Dynamic Programming, 3rd Edition

原   价:
644.00
售   价:
515.00
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平台大促 低至8折优惠
作      者
出  版 社
出版时间
2022年01月31日
装      帧
精装
ISBN
9781886529472
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页      码
420
语      种
英文
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图书简介
A research monograph providing a synthesis of old research on the foundations of dynamic programming, with the modern theory of approximate dynamic programming and new research on semicontractive models.It aims at a unified and economical development of the core theory and algorithms of total cost sequential decision problems, based on the strong connections of the subject with fixed point theory. The analysis focuses on the abstract mapping that underlies dynamic programming and defines the mathematical character of the associated problem. The discussion centers on two fundamental properties that this mapping may have: monotonicity and (weighted sup-norm) contraction. It turns out that the nature of the analytical and algorithmic DP theory is determined primarily by the presence or absence of these two properties, and the rest of the problem’s structure is largely inconsequential. New research is focused on two areas: 1) The ramifications of these properties in the context of algorithms for approximate dynamic programming, and 2) The new class of semicontractive models, exemplified by stochastic shortest path problems, where some but not all policies are contractive.The 2nd edition aims primarily to amplify the presentation of the semicontractive models of Chapter 3 and Chapter 4 of the first (2013) edition, and to supplement it with a broad spectrum of research results that I obtained and published in journals and reports since the first edition was written (see below). As a result, the size of this material more than doubled, and the size of the book increased by nearly 40%.The 3rd edition is similar to the 2nd edition, but includes a new chapter on abstract DP methods for minimax and zero sum game problems, which is based on the author’s recent work. A primary motivation is the resolution of some long-standing convergence difficulties of the "natural" policy iteration algorithm, which have been known since the Pollatschek and Avi-Itzhak method for finite-state Markov games. Mathematically, this "natural" algorithm is a form of Newton’s method for solving the corresponding Bellman’s equation, but Newton’s method, contrary to the case of single-player DP problems, is not globally convergent in the case of a minimax problem, because the Bellman operator may have components that are neither convex nor concave. Our approach as been to introduce a special type of abstract Bellman operator for minimax problems, which involves a parametric contraction mapping with a uniform fixed point.
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