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Introduction to Dynamic Programming
International Series in Modern Applied Mathematics and Computer Science, Volume 1
1st Edition - January 1, 1981
Authors: Leon Cooper, Mary W. Cooper
Editor: E. Y. Rodin
9 7 8 - 1 - 4 8 3 1 - 6 1 5 8 - 7
Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dynamic programming. This book considers problems that can be quantitatively… Read more
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Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dynamic programming. This book considers problems that can be quantitatively formulated and deals with mathematical models of situations or phenomena that exists in the real world. Organized into 10 chapters, this book begins with an overview of the fundamental components of any mathematical optimization model. This text then presents the details of the application of dynamic programming to variational problems. Other chapters consider the application of dynamic programming to inventory theory, Markov processes, chemical engineering, optimal control theory, calculus of variations, and economics. This book discusses as well the approach to problem solving that is typical of dynamic programming. The final chapter deals with a number of actual applications of dynamic programming to practical problems. This book is a valuable resource for .graduate level students of mathematics, economics, statistics, business, operations research, industrial engineering, or other engineering fields.
Chapter 1. Introduction
1.2. Separable Functions
1.3. Convex and Concave Functions
1.4. Optima of Convex and Concave Functions
1.5. Dynamic Programming
1.6. Dynamic Programming: Advantages and Limitations
1.7. The Development of Dynamic Programming
Chapter 2. Some Simple Examples
2.2. The Wandering Applied Mathematician
2.3. The Wandering Applied Mathematician (Continued)
2.4. A Problem in "Division"
2.5. A Simple Equipment Replacement Problem
Chapter 5. Functional Equations: Basic Theory
3.2. Sequential Decision Processes
3.3. Functional Equations and the Principle of Optimality
3.4. The Principle of Optimality—^Necessary and Sufficient Conditions