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    From Shortest Paths to Reinforcement Learning

From Shortest Paths to Reinforcement Learning

Paolo Brandimarte
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      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.
      Format: Paperback / softback CONTRIBUTORS: Paolo Brandimarte EAN: 9783030618698 COUNTRY: Switzerland PAGES: WEIGHT: 343 g HEIGHT: 235 cm
      PUBLISHED BY: Springer Nature Switzerland AG DATE PUBLISHED: 2022-01-12 CITY: GENRE: BUSINESS & ECONOMICS / Operations Research, BUSINESS & ECONOMICS / Economics / Theory, MATHEMATICS / Applied, MATHEMATICS / Number Systems WIDTH: 155 cm SPINE:

      Book Themes:

      Economic theory and philosophy, Finance and accounting, Management decision making, Management of specific areas, Operational research, Numerical analysis, Engineering: general

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      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.
      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.
      Format: Paperback / softback CONTRIBUTORS: Paolo Brandimarte EAN: 9783030618698 COUNTRY: Switzerland PAGES: WEIGHT: 343 g HEIGHT: 235 cm
      PUBLISHED BY: Springer Nature Switzerland AG DATE PUBLISHED: 2022-01-12 CITY: GENRE: BUSINESS & ECONOMICS / Operations Research, BUSINESS & ECONOMICS / Economics / Theory, MATHEMATICS / Applied, MATHEMATICS / Number Systems WIDTH: 155 cm SPINE:

      Book Themes:

      Economic theory and philosophy, Finance and accounting, Management decision making, Management of specific areas, Operational research, Numerical analysis, Engineering: general

      Customer Reviews

      Be the first to write a review
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      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.

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