We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
Dynamic programming (DP) is a sub-field of optimization concerned with sequential decision making over time. The essential ideas of DP have been adopted in many applications, from robotics and AI to the sequencing of DNA. It is used around the world to control aircraft, route shipping, test products, recommend information on media platforms and solve major research problems. Dynamic Programming: Finite States treats the theory of dynamic programming and its applications in economics, finance, and operations research. It contains classical results on dynamic programming as well as extensions created by researchers and practitioners as they wrestle with formulating and solving dynamic models that can explain patterns observed in data. Adopting an abstract framework that provides great generality, this book facilitates rapid progress to the research frontier by combining rigorous theory with numerous applications, many solved exercises, and detailed open-source computer code.
Loading metrics...
* Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.
Usage data cannot currently be displayed.
Accessibility compliance for the PDF of this book is currently unknown and may be updated in the future.