dynamic programming bellman equation (9 résultats)

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. A control problem includes a cost functional that is a function of state and control variables. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. The optimal control can be derived using Pontryagin's maximum principle (a necessary condition), or by solving the Hamilton-Jacobi-Bellman equation (a sufficient condition).

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! A Bellman equation (also known as a dynamic programming equation), named after its discoverer, Richard Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. It breaks a dynamic optimization problem into simpler subproblems, writing the value of a decision problem at a certain point in time in terms of the payoff from some initial choices and the value of the remaining decision problem that results from those initial choices, as Bellman's Principle of Optimality prescribes. The Bellman equation was first applied to engineering control theory and to other topics in applied mathematics, and subsequently became an important tool in economic theory.

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! The theory of optimal stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options). A key example of an optimal stopping problem is the secretary problem. Optimal stopping problems can often be written in the form of a Bellman equation, and are therefore often solved using dynamic programming.

Taschenbuch. Etat : Neu. Dynamic Programming | Dynamic programming, Bellman equation, Divide and conquer algorithm, Greedy algorithm, Markov decision process, Stochastic programming, Richard E. Bellman, Bellman-Ford algorithm, Optimal substructure, Top-down and bottom-up design | Frederic P. Miller (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130019846 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Etat : Neu. Optimal Control | Calculus of Variations, Optimization (mathematics), Control Theory, Continuous Signal, Discrete Time, Dynamic Programming, Bellman Equation, Trajectory Optimization | Lambert M. Surhone (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130306885 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Etat : Neu. Bellman Equation | Bellman Equation, Richard Bellman, Dynamic Programming, Optimization (mathematics) | Lambert M. Surhone (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786131143045 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Etat : Neu. Hamilton-Jacobi-Bellman Equation | Partial differential equation, Optimal control, Brachistochrone problem, Stochastic, Dynamical system, Dynamic programming, Richard Bellman, Bellman equation | Frederic P. Miller (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130083137 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Etat : Neu. Backward Induction | Information set, Optimization (mathematics), Dynamic programming, Bellman equation, Game theory, Subgame perfection, Sequential game, Decision theory, John von Neumann | Frederic P. Miller (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130055677 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Etat : Neu. Optimal Stopping | American Option, Secretary Problem, Bellman Equation, Dynamic Programming, Stopping Rule, Search Theory | Lambert M. Surhone (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130500139 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.