From Shortest Paths to Reinforcement Learning

Paolo Brandimarte

ISBN 10: 3030618692 / ISBN 13: 9783030618698

Editore: Springer, 2022

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Dati bibliografici

Titolo: From Shortest Paths to Reinforcement Learning

Casa editrice: Springer

Data di pubblicazione: 2022

Legatura: Brossura

Condizione: Brand New

Descrizione articolo

Riassunto:

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.

Informazioni sull?autore:

Paolo Brandimarte is full professor at the Department of Mathematical Sciences of Politecnico di Torino, Italy, where he teaches courses on Business Analytics, Risk Management, and Operations Research. He is the author of more than ten books on the application of optimization and simulation methods to problems ranging from quantitative finance to production and supply chain management.