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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Iterative Dynamic Programming

Iterative Dynamic Programming

Luus, Rein

Hardcover

Series: Monographs and Surveys in Pure and Applied Mathematics, Book 110

Medical ReferenceGeneral MathematicsProgramming

ISBN10: 1584881488
ISBN13: 9781584881483
Publisher: CRC Press
Published: Jan 27 2000
Pages: 342
Weight: 1.45
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original scheme have made the computational procedure feasible. With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions. Iterative Dynamic Programming offers a comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others - previously available only in scattered journal articles - along with the insight that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.

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