Approximate Dynamic Programming by Warren B Powell )

Approximate Dynamic Programming by Warren B Powell )

This book represents an up-to-date, complete and accessible introduction to approximate dynamic programming. It is motivated primarily by problems that arise in operations research and engineering. Much of the emphasis in the book is placed on how to model complex problems and design practical, scalable algorithms for solving them.

"Perhaps the most appealing aspect of Professor Powell's book is the fact that it spans both theory and practice..Problems, deemed intractable a few years ago, are now easily solved by using the exhibited techniques in this book. I would strongly recommend the book to any practitioner facing complex, dynamic models involving constantly changing information streams." (IIE Transactions-Operations Engineering, 2008) "Focus[es] on the core ... of dynamic programming with a simple and clear exposition of the material ... while ... elevating the standard of the theory."(Computing Reviews, 2008) "Motivated by examples from modern-day operations research, Approximate Dynamic Programming is an accessible introduction to dynamic modeling and is also a valuable guide for the development of high-quality solutions to problems that exist in operations research and engineering. (Mathematical Reviews, 2008)

Warren B. Powell, PhD, is Professor of Operations Research and Financial Engineering at Princeton University, where he is founder and Director of CASTLE Laboratory, a research unit that works with industrial partners to test new ideas found in operations research. The recipient of the 2004 INFORMS Fellow Award, Dr. Powell has authored over 100 refereed publications on stochastic optimization, approximate dynamic programming, and dynamic resource management.

SKU	Unavailable
ISBN 13	9780470171554
ISBN 10	0470171553
Title	Approximate Dynamic Programming
Author	Wb Powell
Series	Wiley Series In Probability And Statistics
Condition	Unavailable
Binding Type	Hardback
Publisher	John Wiley and Sons Ltd
Year published	2007-10-16
Number of pages	488
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable