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1.

図書

図書
Sheldon Ross
出版情報: Orlando ; Tokyo : Academic Press, c1983  xi, 164 p. ; 24 cm
シリーズ名: Probability and mathematical statistics : a series of monographs and textbooks
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目次情報: 続きを見る
Preface
Finite-Stage Models / I.:
Introduction / 1.:
A Gambling Model / 2.:
A Stock-Option Model / 3.:
Modular Functions and Monotone Policies / 4.:
Accepting the Best Offer / 5.:
A Sequential Allocation Model / 6.:
The Interchange Argument in Sequencing / 7.:
Problems
Notes and References
Discounted Dynamic Programming / II.:
The Optimality Equation and Optimal Policy
Method of Successive Approximations
Policy Improvement
Solution by Linear Programming
Extension to Unbounded Rewards
References
Minimizing Costs--Negative Dynamic Programming / III.:
Introduction and Some Theoretical Results
Optimal Stopping Problems
Bayesian Sequential Analysis
Computational Approaches
Optimal Search
Maximizing Rewards--Positive Dynamic Programming / IV.:
Introduction and Main Theoretical Results
Applications to Gambling Theory
Computational Approaches to Obtaining V
Average Reward Criterion / V.:
Introduction and Counterexamples
Existence of an Optimal Stationary Policy
Stochastic Scheduling / VI.:
Maximizing Finite-Time Returns--Single Processor
Minimizing Expected Makespan--Processors in Parallel
Minimizing Expected Makespan--Processors in Series
Maximizing Total Field Life
A Stochastic Knapsack Model
A Sequential-Assignment Problem
Bandit Processes / VII.:
Single-Project Bandit Processes
Multiproject Bandit Processes
An Extension and a Nonextension
Generalizations of the Classical Bandit Problem
Stochastic Order Relations / Appendix:
Stochastically Larger
Coupling
Hazard-Rate Ordering
Likelihood-Ratio Ordering
Reference
Index
Preface
Finite-Stage Models / I.:
Introduction / 1.:
2.

図書

図書
Edward Angel, Richard Bellman
出版情報: New York : Academic Press, 1972  xi, 204 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 88
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3.

図書

図書
Rutherford Aris
出版情報: New York : Academic Press, 1961  xi, 191 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 3
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4.

図書

図書
Richard Bellman, Kenneth L. Cooke, Jo Ann Lockett
出版情報: New York : Academic Press, 1970  xv, 246 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 62
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5.

図書

図書
[by] Umberto Bertelè and Francesco Brioschi
出版情報: New York : Academic Press, 1972  xii, 235 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 91
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6.

図書

図書
[by] R. Boudarel, J. Delmas [and] P. Guichet ; translated by R.N. McDonough
出版情報: New York : Academic Press, 1971  xiv, 252 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 81
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7.

図書

図書
Stuart E. Dreyfus, Averill M. Law
出版情報: New York ; San Diego ; Tokyo : Academic Press, 1977  xv, 284 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 130
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8.

図書

図書
Dimitri P. Bertsekas
出版情報: New York : Academic Press, 1976  xv, 397 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 125
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9.

図書

図書
Masahisa Fujita
出版情報: Amsterdam : North-Holland Pub. Co. , New York : distributors for the U.S. and Canada, Elsevier North-Holland, 1978  xvi, 335 p. ; 25 cm
シリーズ名: Studies in regional science and urban economics ; v. 2
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10.

図書

図書
Ronald A. Howard
出版情報: Cambridge, Mass. : M.I.T. Press, c1960  viii, 136 p. ; 24 cm
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11.

図書

図書
A. Hordijk
出版情報: Amsterdam : Mathematisch Centrum, 1977  viii, 134 p. ; 24 cm
シリーズ名: Mathematical Centre tracts ; 51
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12.

図書

図書
by Richard Bellman
出版情報: Princeton : Princeton University Press, 1957  xxv, 339 p. ; 24 cm
シリーズ名: Rand Corporation research study
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13.

図書

図書
Moshe Sniedovich
出版情報: New York, N.Y. : M. Dekker, c1992  viii, 410 p. ; 24 cm
シリーズ名: Monographs and textbooks in pure and applied mathematics ; 154
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14.

図書

図書
by G. Hadley
出版情報: Reading, Mass. : Addison-Wesley Pub., 1964  xi, 484 p. ; 24 cm
シリーズ名: Addison-Wesley series in management science and economics
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15.

図書

図書
D.J. White
出版情報: Chichester [Eng.] ; New York : Wiley, c1978  xiii, 204 p. ; 24 cm
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16.

図書

図書
by G. Hadley
出版情報: Reading, Mass. : Addison-Wesley Pub. Co, [1970], c1964  xi, 484 p. ; 22 cm
シリーズ名: Addison-Wesley world student series
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17.

図書

図書
Rutherford Aris
出版情報: New York : Blaisdell, 1964  x, 148 p. ; 23 cm
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18.

図書

図書
Sven Danø
出版情報: New York ; Wien : Springer-Verlag, 1975  164 p. ; 24 cm
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19.

図書

図書
Larson, Robert Edward ; Casti, John L., 1943-
出版情報: New York : M. Dekker, c1978  xi, 330 p. ; 24 cm
シリーズ名: Control and systems theory / editor, Jerry M. Mendel ; associate editors, Karl J. Aström, Michael Athans, David G. Luenberger ; v. 7 . Principles of dynamic programming / by Robert E. Larson and John L. Casti ; pt. 1
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20.

図書

図書
Larson, Robert Edward ; Casti, John L., 1943-
出版情報: New York : M. Dekker, c1982  497 p. ; 24 cm
シリーズ名: Control and systems theory / editor, Jerry M. Mendel ; associate editors, Karl J. Aström, Michael Athans, David G. Luenberger ; v.7 . Principles of dynamic programming / by Robert E. Larson, John L. Casti ; pt. 2
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21.

図書

図書
[by] David H. Jacobson [and] David Q. Mayne
出版情報: New York : American Elsevier Pub. Co., 1970  208 p. ; 24 cm
シリーズ名: Modern analytic and computational methods in science and mathematics ; v. 24
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22.

図書

図書
Stuart E. Dreyfus
出版情報: New York : Academic Press, 1965  xix, 248 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 21
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23.

図書

図書
Cyrus Derman
出版情報: New York ; Tokyo : Academic Press, 1970  xiii, 159 p ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 67
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24.

図書

図書
Marc Mangel
出版情報: Orlando : Academic Press, c1985  xiii, 255 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 172
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25.

図書

図書
Warren B. Powell
出版情報: Hoboken, N.J. : Wiley, c2011  xviii, 627 p. ; 25 cm
シリーズ名: Wiley series in probability and mathematical statistics
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目次情報: 続きを見る
Preface to the Second Edition
Preface to the First Edition
Acknowledgments
The Challenges of Dynamic Programming / 1:
A Dynamic Programming Example: A Shortest Path Problem / 1.1:
The Three Curses of Dimensionality / 1.2:
Some Real Applications / 1.3:
Problem Classes / 1.4:
The Many Dialects of Dynamic Programming / 1.5:
What Is New in This Book? / 1.6:
Pedagogy / 1.7:
Bibliographic Notes / 1.8:
Some Illustrative Models / 2:
Deterministic Problems / 2.1:
Stochastic Problems / 2.2:
Information Acquisition Problems / 2.3:
A Simple Modeling Framework for Dynamic Programs / 2.4:
Problems / 2.5:
Introduction to Markov Decision Processes / 3:
The Optimality Equations / 3.1:
Finite Horizon Problems / 3.2:
Infinite Horizon Problems / 3.3:
Value Iteration / 3.4:
Policy Iteration / 3.5:
Hybrid Value-Policy Iteration / 3.6:
Average Reward Dynamic Programming / 3.7:
The Linear Programming Method for Dynamic Programs / 3.8:
Monotone Policies* / 3.9:
Why Does It Work?** / 3.10:
Introduction to Approximate Dynamic Programming / 3.11:
The Three Curses of Dimensionality (Revisited) / 4.1:
The Basic Idea / 4.2:
Q-Learning and SARSA / 4.3:
Real-Time Dynamic Programming / 4.4:
Approximate Value Iteration / 4.5:
The Post-Decision State Variable / 4.6:
Low-Dimensional Representations of Value Functions / 4.7:
So Just What Is Approximate Dynamic Programming? / 4.8:
Experimental Issues / 4.9:
But Does It Work? / 4.10:
Modeling Dynamic Programs / 4.11:
Notational Style / 5.1:
Modeling Time / 5.2:
Modeling Resources / 5.3:
The States of Our System / 5.4:
Modeling Decisions / 5.5:
The Exogenous Information Process / 5.6:
The Transition Function / 5.7:
The Objective Function / 5.8:
A Measure-Theoretic View of Information** / 5.9:
Policies / 5.10:
Myopic Policies / 6.1:
Lookahead Policies / 6.2:
Policy Function Approximations / 6.3:
Value Function Approximations / 6.4:
Hybrid Strategies / 6.5:
Randomized Policies / 6.6:
How to Choose a Policy? / 6.7:
Policy Search / 6.8:
Background / 7.1:
Gradient Search / 7.2:
Direct Policy Search for Finite Alternatives / 7.3:
The Knowledge Gradient Algorithm for Discrete Alternatives / 7.4:
Simulation Optimization / 7.5:
Approximating Value Functions / 7.6:
Lookup Tables and Aggregation / 8.1:
Parametric Models / 8.2:
Regression Variations / 8.3:
Nonparametric Models / 8.4:
Approximations and the Curse of Dimensionality / 8.5:
Learning Value Function Approximations / 8.6:
Sampling the Value of a Policy / 9.1:
Stochastic Approximation Methods / 9.2:
Recursive Least Squares for Linear Models / 9.3:
Temporal Difference Learning with a Linear Model / 9.4:
Bellman's Equation Using a Linear Model / 9.5:
Analysis of TD(0), LSTD, and LSPE Using a Single State / 9.6:
Gradient-Based Methods for Approximate Value Iteration* / 9.7:
Least Squares Temporal Differencing with Kernel Regression* / 9.8:
Value Function Approximations Based on Bayesian Learning* / 9.9:
Why Does It Work* / 9.10:
Optimizing While Learning / 9.11:
Overview of Algorithmic Strategies / 10.1:
Approximate Value Iteration and Q-Learning Using Lookup Tables / 10.2:
Statistical Bias in the Max Operator / 10.3:
Approximate Value Iteration and Q-Learning Using Linear Models / 10.4:
Approximate Policy Iteration / 10.5:
The Actor-Critic Paradigm / 10.6:
Policy Gradient Methods / 10.7:
The Linear Programming Method Using Basis Functions / 10.8:
Approximate Policy Iteration Using Kernel Regression* / 10.9:
Finite Horizon Approximations for Steady-State Applications / 10.10:
Adaptive Estimation and Stepsizes / 10.11:
Learning Algorithms and Stepsizes / 11.1:
Deterministic Stepsize Recipes / 11.2:
Stochastic Stepsizes / 11.3:
Optimal Stepsizes for Nonstationary Time Series / 11.4:
Optimal Stepsizes for Approximate Value Iteration / 11.5:
Convergence / 11.6:
Guidelines for Choosing Stepsize Formulas / 11.7:
Exploration Versus Exploitation / 11.8:
A Learning Exercise: The Nomadic Trucker / 12.1:
An Introduction to Learning / 12.2:
Heuristic Learning Policies / 12.3:
Gittins Indexes for Online Learning / 12.4:
The Knowledge Gradient Policy / 12.5:
Learning with a Physical State / 12.6:
Value Function Approximations for Resource Allocation Problems / 12.7:
Value Functions versus Gradients / 13.1:
Linear Approximations / 13.2:
Piecewise-Linear Approximations / 13.3:
Solving a Resource Allocation Problem Using Piecewise-Linear Functions / 13.4:
The SHAPE Algorithm / 13.5:
Regression Methods / 13.6:
Cutting Planes* / 13.7:
Dynamic Resource Allocation Problems / 13.8:
An Asset Acquisition Problem / 14.1:
The Blood Management Problem / 14.2:
A Portfolio Optimization Problem / 14.3:
A General Resource Allocation Problem / 14.4:
A Fleet Management Problem / 14.5:
A Driver Management Problem / 14.6:
Implementation Challenges / 14.7:
Will ADP Work for Your Problem? / 15.1:
Designing an ADP Algorithm for Complex Problems / 15.2:
Debugging an ADP Algorithm / 15.3:
Practical Issues / 15.4:
Modeling Your Problem / 15.5:
Online versus Offline Models / 15.6:
If It Works, Patent It! / 15.7:
Bibliography
Index
Preface to the Second Edition
Preface to the First Edition
Acknowledgments
26.

図書

図書
D. J. White
出版情報: Edinburgh : Oliver & Boyd , San Francisco : Holden-Day, 1969  vii, 180 p. ; 24 cm
シリーズ名: Mathematical economics texts ; 1
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27.

図書

図書
Martin J. Beckmann
出版情報: Berlin ; New York [etc.] : Springer-Verlag, 1968  xii, 143 p. ; 24 cm
シリーズ名: Ökonometrie und Unternehmensforschung = Econometrics and operations research ; 9
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28.

図書

図書
by Sidney J. Yakowitz
出版情報: New York : American Elsevier Pub. Co., 1969  xv, 158 p ; 24 cm
シリーズ名: Modern analytic and computational methods in science and mathematics ; v. 14
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29.

図書

図書
Dimitri P. Bertsekas, Steven E. Shreve
出版情報: New York : Academic Press, 1978  xiii, 323 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 139
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30.

図書

図書
Martin L. Puterman
出版情報: New York ; Chichester : Wiley, c1994  xvii, 649 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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31.

図書

図書
Arthur E. Bryson, Jr., Yu-Chi Ho
出版情報: Washington : Hemisphere Pub. Corp. , New York : distributed by Halsted Press, [1975]  481 p. ; 24 cm
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32.

図書

図書
[by] George L. Nemhauser
出版情報: New York : Wiley, [1966]  xiii, 256 p ; 24 cm
シリーズ名: Series in decision and control
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33.

図書

図書
Arthur E. Bryson, Jr., Yu-Chi Ho
出版情報: Waltham, Mass. : Blaisdell Pub. Co, c1969  481 p. ; 24 cm
シリーズ名: A Blaisdell book in the pure and applied sciences
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34.

図書

図書
A. Kaufmann, R. Cruon ; translated by Henry C. Sneyd
出版情報: New York : Academic Press, 1967  xv, 278 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 37
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35.

図書

図書
Dimitri P. Bertsekas
出版情報: Belmont, Mass. : Athena Scientific, c2017  xix, 555 p. ; 24 cm
シリーズ名: Athena Scientific optimization and computation series
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