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Neuro dynamic programming

By: Material type: BookBookPublication details: Belmont, Mass : Athena Scientific, 1996.Description: 491 p.; ill.; 24 cmISBN:
  • 9781886529106
Subject(s): DDC classification:
  • 519.703 BER
Summary: Neuro-dynamic programming, also known as reinforcement learning, is a recent methodology that can be used to solve very large and complex stochastic decision and control problems. It combines simulation, learning, neural networks or other approximation architectures, and the central ideas in dynamic programming. This book provides the first systematic presentation of the science and the art behind this promising methodology. It presents and unifies a large number of NDP methods, including several that are new; provides a rigorous development of the mathematical principles behind NDP; illustrates through case studies the practical application of NDP to complex problems and includes extensive background on dynamic programming and neural network training.
List(s) this item appears in: Mathematics
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Neuro-dynamic programming, also known as reinforcement learning, is a recent methodology that can be used to solve very large and complex stochastic decision and control problems. It combines simulation, learning, neural networks or other approximation architectures, and the central ideas in dynamic programming. This book provides the first systematic presentation of the science and the art behind this promising methodology. It presents and unifies a large number of NDP methods, including several that are new; provides a rigorous development of the mathematical principles behind NDP; illustrates through case studies the practical application of NDP to complex problems and includes extensive background on dynamic programming and neural network training.

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