dynamic programming models and applications dover books on computer science

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Dynamic Programming

Author : Eric V. Denardo
ISBN : 9780486150857
Genre : Technology & Engineering
File Size : 70. 31 MB
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Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, more. 1982 edition.

Dynamic Programming

Author : Richard Bellman
ISBN : 9780486317199
Genre : Mathematics
File Size : 38. 33 MB
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Introduction to mathematical theory of multistage decision processes takes a "functional equation" approach. Topics include existence and uniqueness theorems, optimal inventory equation, bottleneck problems, multistage games, Markovian decision processes, and more. 1957 edition.

Introduction To Stochastic Dynamic Programming

Author : Sheldon M. Ross
ISBN : 9781483269092
Genre : Mathematics
File Size : 85. 60 MB
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Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist—providing counterexamples where appropriate—and then presents methods for obtaining such policies when they do. In addition, general areas of application are presented. The final two chapters are concerned with more specialized models. These include stochastic scheduling models and a type of process known as a multiproject bandit. The mathematical prerequisites for this text are relatively few. No prior knowledge of dynamic programming is assumed and only a moderate familiarity with probability— including the use of conditional expectation—is necessary.

Introduction To Stochastic Programming

Author : John R. Birge
ISBN : 9781461402374
Genre : Business & Economics
File Size : 77. 86 MB
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The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

Introduction To Methods Of Optimization

Author : Leon Cooper
ISBN : UOM:39015000470818
Genre : Mathematics
File Size : 32. 87 MB
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Dynamic Programming

Author : Art Lew
ISBN : 9783540370130
Genre : Computers
File Size : 87. 25 MB
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This book provides a practical introduction to computationally solving discrete optimization problems using dynamic programming. From the examples presented, readers should more easily be able to formulate dynamic programming solutions to their own problems of interest. We also provide and describe the design, implementation, and use of a software tool that has been used to numerically solve all of the problems presented earlier in the book.

Handbook Of Dynamic System Modeling

Author : Paul A. Fishwick
ISBN : 1420010859
Genre : Mathematics
File Size : 36. 50 MB
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The topic of dynamic models tends to be splintered across various disciplines, making it difficult to uniformly study the subject. Moreover, the models have a variety of representations, from traditional mathematical notations to diagrammatic and immersive depictions. Collecting all of these expressions of dynamic models, the Handbook of Dynamic System Modeling explores a panoply of different types of modeling methods available for dynamical systems. Featuring an interdisciplinary, balanced approach, the handbook focuses on both generalized dynamic knowledge and specific models. It first introduces the general concepts, representations, and philosophy of dynamic models, followed by a section on modeling methodologies that explains how to portray designed models on a computer. After addressing scale, heterogeneity, and composition issues, the book covers specific model types that are often characterized by specific visual- or text-based grammars. It concludes with case studies that employ two well-known commercial packages to construct, simulate, and analyze dynamic models. A complete guide to the fundamentals, types, and applications of dynamic models, this handbook shows how systems function and are represented over time and space and illustrates how to select a particular model based on a specific area of interest.

Applied Integer Programming

Author : Der-San Chen
ISBN : 9781118210024
Genre : Mathematics
File Size : 37. 97 MB
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An accessible treatment of the modeling and solution of integer programming problems, featuring modern applications and software In order to fully comprehend the algorithms associated with integer programming, it is important to understand not only how algorithms work, but also why they work. Applied Integer Programming features a unique emphasis on this point, focusing on problem modeling and solution using commercial software. Taking an application-oriented approach, this book addresses the art and science of mathematical modeling related to the mixed integer programming (MIP) framework and discusses the algorithms and associated practices that enable those models to be solved most efficiently. The book begins with coverage of successful applications, systematic modeling procedures, typical model types, transformation of non-MIP models, combinatorial optimization problem models, and automatic preprocessing to obtain a better formulation. Subsequent chapters present algebraic and geometric basic concepts of linear programming theory and network flows needed for understanding integer programming. Finally, the book concludes with classical and modern solution approaches as well as the key components for building an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Throughout the book, the authors demonstrate essential concepts through numerous examples and figures. Each new concept or algorithm is accompanied by a numerical example, and, where applicable, graphics are used to draw together diverse problems or approaches into a unified whole. In addition, features of solution approaches found in today's commercial software are identified throughout the book. Thoroughly classroom-tested, Applied Integer Programming is an excellent book for integer programming courses at the upper-undergraduate and graduate levels. It also serves as a well-organized reference for professionals, software developers, and analysts who work in the fields of applied mathematics, computer science, operations research, management science, and engineering and use integer-programming techniques to model and solve real-world optimization problems.

Introduction To Matrix Analysis

Author : Richard Bellman
ISBN : 1611971179
Genre : Mathematical analysis
File Size : 59. 18 MB
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Long considered to be a classic in its field, this was the first book in English to include three basic fields of the analysis of matrices -- symmetric matrices and quadratic forms, matrices and differential equations, and positive matrices and their use in probability theory and mathematical economics. Written in lucid, concise terms, this volume covers all the key aspects of matrix analysis and presents a variety of fundamental methods. Originally published in 1970, this book replaces the first edition previously published by SIAM in the Classics series. Here you will find a basic guide to operations with matrices and the theory of symmetric matrices, plus an understanding of general square matrices, origins of Markov matrices and non-negative matrices in general, minimum- maximum characterization of characteristic roots, Krnoecker products, functions of matrices, and much more. These ideas and methods will serve as powerful analytical tools. In addition, this volume includes exercises of all levels of difficulty and many references to original papers containing further results. The problem sections contain many useful and interesting results that are not easily found elsewhere. A discussion of the theoretical treatment of matrices in the computational solution of ordinary and partial differential equations, as well as important chapters on dynamic programming and stochastic matrices are also included.

Applied Probability Models With Optimization Applications

Author : Sheldon M. Ross
ISBN : 9780486318646
Genre : Mathematics
File Size : 80. 73 MB
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Concise advanced-level introduction to stochastic processes that arise in applied probability. Poisson process, renewal theory, Markov chains, Brownian motion, much more. Problems. References. Bibliography. 1970 edition.

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