From Shortest Paths to Reinforcement Learning

Download or read book From Shortest Paths to Reinforcement Learning written by Paolo Brandimarte and published by Springer Nature. This book was released on 2021-01-11 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.