Decision Theory: An Introduction to Dynamic Programming and Sequential Decisions

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9780471976493: Decision Theory: An Introduction to Dynamic Programming and Sequential Decisions

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Review:

"This textbook...draws on his many years of experience in teaching this topic as well as on his considerable professional expertise in the area. It is ideally suited to its stated purpose as a student text." (Short Book Reviews, Vol. 20. No. 3, December 2000)

"...I was impressed with this book..." (The Statistician, Vol.51, No.2 2002) 

"...excellent for the audience to whom it is addressed, and it is to be hoped that the author will write a further textbook..." (Jnl of the Operational Research Society, Vol 54(10) 2003)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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John Bather
Editore: John Wiley and Sons Ltd, United Kingdom (2000)
ISBN 10: 0471976490 ISBN 13: 9780471976493
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2000. Paperback. Condizione libro: New. New.. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780471976493

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Descrizione libro John Wiley and Sons Ltd. Paperback. Condizione libro: new. BRAND NEW, Decision Theory: An Introduction to Dynamic Programming and Sequential Decisions, John Bather, 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. Codice libro della libreria B9780471976493

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Descrizione libro Wileyand#8211;Blackwell, 2000. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471976493

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2000. Paperback. Condizione libro: New. New.. Language: English . Brand New Book. 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. â Tailored to the needs of students of optimization and decision theory â Written in a lucid style with numerous examples and applications â Coverage of deterministic models: maximizing utilities, directed networks, shortest paths, critical path analysis, scheduling and convexity â Coverage of stochastic models: stochastic dynamic programming, optimal stopping problems and other special topics â Coverage of advanced topics: Markov decision processes, minimizing expected costs, policy improvements and problems with unknown statistical parameters â 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. Codice libro della libreria AAH9780471976493

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Descrizione libro Wiley, 2000. Paperback. Condizione libro: New. book. Codice libro della libreria 0471976490

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Descrizione libro Wiley. Paperback. Condizione libro: New. Paperback. 204 pages. Dimensions: 8.8in. x 6.0in. x 0.7in.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 authors 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 appendixAimed 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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Codice libro della libreria 9780471976493

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Bather, John; Bather, J. A.
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Descrizione libro Wiley, 2000. Paperback. Condizione libro: New. Codice libro della libreria INGM9780471976493

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