抽象動態規劃(第2版)

抽象動態規劃(第2版)

《抽象動態規劃(第2版)》是2022年清華大學出版社出版的圖書,作者是[美]德梅萃·P.博賽卡斯(Dimitri P. Bertsekas)。

基本介紹

  • 中文名: 抽象動態規劃(第2版)
  • 作者:[美]德梅萃·P.博賽卡斯(Dimitri P. Bertsekas)
  • 出版社: 清華大學出版社
  • 出版時間:2022年
  • 定價:89 元
  • ISBN: 9787302599814  
內容簡介,作者簡介,目錄,

內容簡介

第2版的主要目的是擴大第1版(2013)的第3章和第4章的半契約模型的內容,並以自第1版以來作者在期刊和報告中發表的研究成果作為補充。這本書的數學內容非常優雅且嚴格,依靠抽象的力量專注於基礎知識。該書首次提供了該領域的全面綜合知識,同時提出了許多新研究,其中一些研究與當前非常活躍的領域(如近似動態編程)有關。本書中散布著許多例子,用嚴謹的理論統一起來,並將其套用於特定類型的問題,例如折扣、隨機最短路徑、半馬爾可夫、最小極大、序貫博弈、乘法和風險敏感模型。本書還包括練習(提供完整的解答),並通過示例、反例和理論擴展來補充本文。
就像Bertsekas的其他幾本著作一樣,這本書寫得很好,非常適合自學。它可用作研究生動態編程課程的補充。

作者簡介

德梅萃 P.博塞克斯(Dimitri P. Bertseka),美國MIT終身教授,美國國家工程院院士,清華大學複雜與網路化系統研究中心客座教授。電氣工程與計算機科學領域國際知名作者,著有《非線性規劃》《網路最佳化》《凸最佳化》等十幾本暢銷教材和專著。

目錄

1 Introduction
1.1 Structure ofDynamic Programming Problems
1.2 Abstract Dynamic Programming Models
1.2.1 Problem Formulation
1.2.2 Monotonicity and Contraction Properties
1.2.3 Some Examples
1.2.4 Approximation Models-Projected and Aggregation Bellman Equations
1.2.5 Multistep Models-Temporal Difference and ProximalAlgorithms
1.3 Organizationofthe Book
1.4 Notes, Sources, and Exercises
2 Contractive Models
2.1 Bellman's Equation and Optimality Conditions
2.2 Limited Lookahead Policies
2.3 Value Iteration
2.4 Policylteration
2.4.1 Approximate Policylteration
2.4.2 Approximate Policy Iteration Where Policies Converge
2.5 Optimistic Policylteration and A-Policylteration
2.5.1 Convergence ofOptimistic Policylteration
2.5.2 Approximate Optimistic Policylteration
2.5.3 Randomized Optimistic Policylteration
2.6 Asynchronous Algorithms
2.6.1 AsynchronousValuelteration
2.6.2 AsynchronousPolicylteration
2.6.3 Optimistic Asynchronous Policy Iteration with a Uniform Fixed Point
2.7 Notes, Sources, and Exercises
3 Semicontractive Models
3.1 Pathologies of Noncontractive DP Models
3.1.1 Deterministic Shortest Path Problems
3.1.2 Stochastic Shortest Path Problems
3.1.3 The Blackmailer's Dilemma
3.1.4 Linear-QuadraticProblems
3.1.5 An Intuitive View of Semicontractive Analysis
3.2 Semicontractive Models and Regular Policies
3.2.1 S-Regular Policies
3.2.2 Restricted Optimization over S-Regular Policies
3.2.3 Policy Iteration Analysis of Bellman's Equation
3.2.4 Optimistic Policy Iteration and A-Policy Iteration
3.2.5 A MathematicalProgrammingApproach
3.3 Irregular Policies/lnfinite Cost Case
3.4 Irregular Policies/Finite Cost Case-A Perturbation Approach
3.5 Applications in Shortest Path and Other Contexts
3.5.1 Stochastic Shortest Path Problems
3.5.2 Affine Monotonic Problems
3.5.3 Robust Shortest Path Planning
3.5.4 Linear-QuadraticOptimalControl
3.5.5 Continuous-State Deterministic Optimal Control
3.6 Algorithms
3.6.1 AsynchronousValuelteration
3.6.2 Asynchronous Policylteration
3.7 Notes, Sources, and Exercises
4 Noncontractive Models
4.1 Noncontractive Models-Problem Formulation
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 Exact and Optimistic Policy Iteration-A-Policylteration
4.4 Regularity and Nonstationary Policies
4.4.1 Regularity and Monotonelncreasing Models
4.4.2 Nonnegative Cost Stochastic Optimal Control
4.4.3 Discounted Stochastic OptimalControl
4.4.4 Convergent Models
4.5 Stable Policies for Deterministic Optimal Control
……
Appendix A: Notation and Mathematical Conventions
Appendix B: Contraction Mappings.
References

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