Dynamic Programming
Sequential Scientific Management
Published on 14. May 2014
297 pages
978-0-08-095544-5 (ISBN)
Description
This work discusses the value of dynamic programming as a method of optimization for the sequential phenomena encountered in economic studies or in advanced technological programs such as those associated with space flights. The dynamic programs which are considered are defined for a deterministic universe, or one with probabilities; both categories are of equal importance in the practice of operations research or of scientific management.
More details
Series
Language
English
Place of publication
San Diego
Netherlands
ISBN-13
978-0-08-095544-5 (9780080955445)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Arnold Kaufmann | R. Cruon
Dynamic Programming
Book
12/1967
Academic Press
€24.15
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Content
- Front Cover
- Dynamic Programming: Sequential Scientific Management
- Copyright Page
- Foreword to The French Edition
- Contents
- Preface to The French Edition
- List of Principal Symbols
- Chapter 1. Discrete Dynamic Programs With a Certain Future and a Limited Horizon
- 1. General Introduction
- 2. A Numerical Example
- 3. Mathematical Model of a Discrete Dynamic Program with a Certain Future
- 4. Interpretation by the Theory of Graphs. Multistage Graphs
- 5. Explanation of Certain Difficulties in the Calculations
- 6. A Numerical Example Which is Nonlinear
- 7. The Case where the Decision Variable Has More Dimensions than the State Variable
- 8. Case where the Final and Initial States Are N o t Both Prescribed
- 9. Comparison of the Four Methods
- 10. Stationary Programs. Convergence. Permanent Policies
- Chapter 2. Discrete Dynamic Programs With a Certain Future and an Unlimited Horizon
- 11. Introduction
- 12. Convergence by ''Narrowing" the Domain of Decision
- 13. The Criterion of the Present Value
- 14. Criterion of the Average Value per Period
- Chapter 3. Discrete Dynamic Programs With a Random Future and Limited Horizon
- 15. introduction
- 16. An Example of D.H. (Décision-Hasard) Dynamic Program
- 17. Mathematical Model of a D.H. Dynamic Program. Decomposed Form
- 18. Mathematical Model of an H. D. Dynamic Program. Decomposed Form
- 19. Examples
- Chapter 4. Discrete Dynamic Programs With a Random Future and Unlimited Horizon (General Case)
- 20. Introduction
- 21. Criterion of the Expected Total Value
- 22. Approximation in the Space of the Strategies
- 23. Convergence of the Total Present Value of an Arbitrary Strategy
- 24. Influence of the Initial State
- 25. The Criterion of the Expected Total Value without Discounting
- 26. The Criterion of the Average Expected Value per Period
- 27. Optimization of the Average Value per Period
- Chapter 5. Discrete D.H. Dynamic Programs With Finite Markovian Chains
- 28. Introduction
- 29. Structure of Finite Markovian Chains
- 30. Irreducible Finite Markovian Chain7
- 31. The Generating Function (z-Transform)
- 32. Quantitative Study of Finite Markovian Chains
- 33. Value of a Permanent Strategy
- 34. Optimization of the Total Present Value
- 35. Optimization of the Average Value per Period (or of the Total Value)
- 36. Optimization of the Average Value per Period in the Special Case of a Certain Future
- 37. Decomposed Form
- Chapter 6. Various Generalizations
- 38. Introduction
- 39. Nonsequential Structures
- 40. Nonadditive Values
- Bibliography
- I. Theory
- II. Practice
- Subject Index
- Mathematics in Science and Engineering
