Handbook of Learning and Approximate Dynamic Programming

Handbook of Learning and Approximate Dynamic Programming
Автор
 
Год
 
Страниц
 
672
ISBN
 
9780471660545
Категория
 
Книги издательства Willey

Описание:

Approximate dynamic programming solves decision and control problems While advances in science and engineering have enabled us to design and build complex systems, how to control and optimize them remains a challenge. This was made clear, for example, by the major power outage across dozens of cities in the Eastern United States and Canada in August of 2003. Learning and approximate dynamic programming (ADP) is emerging as one of the most promising mathematical and computational approaches to solve nonlinear, large–scale, dynamic control problems under uncertainty. It draws heavily both on rigorous mathematics and on biological inspiration and parallels, and helps unify new developments across many disciplines. The foundations of learning and approximate dynamic programming have evolved from several fields–optimal control, artificial intelligence (reinforcement learning), operations research (dynamic programming), and stochastic approximation methods (neural networks)....

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