Главная    Ex Libris    Книги    Журналы    Статьи    Серии    Каталог    Wanted    Загрузка    ХудЛит    Справка    Поиск по индексам    Поиск    Форум   
blank
Авторизация

       
blank
Поиск по указателям

blank
blank
blank
Красота
blank
Bertsekas D.P. — Dynamic programming and optimal control (Vol. 1)
Bertsekas D.P. — Dynamic programming and optimal control (Vol. 1)



Обсудите книгу на научном форуме



Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter


Название: Dynamic programming and optimal control (Vol. 1)

Автор: Bertsekas D.P.

Аннотация:

This is a substantially expanded (by nearly 30%) and improved edition of the best-selling 2-volume dynamic programming book by Bertsekas. DP is a central algorithmic method for optimal control, sequential decision making under uncertainty, and combinatorial optimization. The treatment focuses on basic unifying themes and conceptual foundations. It illustrates the power of the method with many examples and applications from engineering, operations research, and economics.


Язык: en

Рубрика: Computer science/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1995

Количество страниц: 387

Добавлена в каталог: 04.12.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
blank
Предметный указатель
Adaptive control      250
Admissible policy      12
Aggregation      285
Alpha-beta pruning      272 277
ARMAX model      206 371 374
Asset selling      158 309
Asynchronous algorithms      85
Auction algorithm      74 84
Augmentation of state      30
Autoregressive process      206
Average cost problem      293 310
Backward shift operator      204
Basic problem      10 186
Bayes' rule      344
Bellman's equation      294
Best-first search      70 82
Brachistochrone problem      114
Branch-and-bound algorithm      72
Breadth-first search      69
Calculus of variations      90 102
Capacity expansion      178
Caution      251
Certainty equivalence principle      23 142
Certainty equivalent controller      246 254
Chess      9 13 27 272
Closed set      335
Closed-loop control      4
Communicating states      347
Compact set      335
Composition of functions      335
Concave function      337
Conditional probability      344
Continuous function      335
Control law      11
Control trajectory      88
Controllability      134
Convergence of sequences      334
Convex function      337
Convex set      337
Convolutional coding      60
Correlated disturbances      32 163
Cost-to-go function      20
Countable set      330
Covariance matrix      343
critical path analysis      54
D'Esopo — Pape method      71
Delays      30
Depth-first search      69
Detectability      141
Differential cost      317
Dijkstra's algorithm      71 82
Discounted cost      40 293 306
Discretization      280
Distributed computation      85
Distribution function      342
Disturbance      11
DP algorithm proof      19
Dual control      252
Eigenvalue      332
Eigenvector      332
Euclidean space      330
Event      341
Existence of optimal solutions      339
Expected value      343
Exponential cost function      40 173
Feature extraction      285
Feature vectors      285
First passage time      349
Flexible manufacturing      269
forecasts      33 157 173 264
Forward DP algorithm      52
Forward search      272
Forward shift operator      204
Four queens problem      63
gambling      179
Gauss — Markov estimator      367
Gaussian random vector      202 352
Hamilton — Jacobi — Bellman equation      91
Hamiltonian function      100
Hidden Markov model      56
Hypothesis testing      232
Identifiability      252
Improper policy      290
Independent random variables      343
Information vector      187
Inner product      330
Interchange argument      172
Inventory control      3 144 175
Investment problems      48 152
Irreducible Markov chain      348
Isoperimetric problem      125
Iterative deepening      278
K-convexity      148
Kalman filter      202 350 360
Killer heuristic      279
L'Hopital's problem      126
Label correcting method      66 83
Label setting method      71
Limit inferior      335
Limit point      335
Limit superior      335
Limited lookahead policy      265
Linear independence      331
Linear programming      305
Linear quadratic problems      23 96 104 130 173 196 208 237
LLL strategy      71
Manufacturing      269
Markov chains      346
Maximum likelihood decoder      56
Mean first passage time      349
Min-max problems      39 276
Minimax algorithm      276
Minimum principle      97 110
Minimum variance control      203 259
Minimum-time problem      117
Moving average process      206
Multiaccess communication      187 249
Multiplicative cost      41
Myopic policy      157
Norm      330
Observability      134
One-step-lookahead rule      165
Open set      335
Open-loop control      4 262
Open-loop feedback control      261
Optimal cost function      12
Optimal value function      12
Optimality principle      16
Partial open-loop feedback control      264
Partially myopic policy      157
Pole-zero cancellation      211
Policy      11
Policy iteration      303 308 321
Pontryagin minimum principle      97
Portfolio analysis      152
Positive definite matrix      332
Positive semidefinite matrix      332
Principle of optimality      16
Probability density function      343
probability distribution      342
Probability space      341
probing      251
Proper policy      296
Purchasing problems      162
Quadratic cost      23 96 104 130 173 196 208 237 258
Queueing control      7
Random variable      342
Rank of a matrix      331
Rational spectrum      373
Recurrent state      348
Relative cost      317
Replacement problems      7
Riccati equation      96 133
Riccati equation convergence      135
Scheduling problems      64 168 183
Self-tuning regulator      259
Semilinear systems      42 289
Separation theorem      201
Sequential hypothesis testing      232
Sequential probability ratio      236
Shortest path problem      51 282 290
Singular problem      120
SLF method      71
Slotted ALOHA      188
Stabilizability      141
Stable filter      205
Stable system      135
State trajectory      88
Stationary policy      295
Stochastic matrix      346
Stochastic programming      266
Stochastic shortest paths      282 293 295
Stopping problems      158
Sufficient statistic      219
Terminating process      41
Time lags      30
Transient state      348
Transition probabilities      6
Transition probability graph      6
Traveling salesman problem      64
Uncertainty threshold principle      142
Uncorrelated random variables      343
Value iteration      303 307 318
Value of information      13
Viterbi algorithm      56
Weierstrass theorem      339
blank
Реклама
blank
blank
HR
@Mail.ru
       © Электронная библиотека попечительского совета мехмата МГУ, 2004-2020
Электронная библиотека мехмата МГУ | Valid HTML 4.01! | Valid CSS! О проекте