ENGLISH

Iterative Dynamic Programming

By Philip Golden , Herve Dedieu , Krista S. Jacobsen

Book information

Publisher
Chapman and Hall/CRC
Year
2000
ISBN
9780849319136, 0849319137
LCC
TK5103.78 .F86 2006
Open Library ID
OL21630633M
Language
english
Format
PDF
Filesize
3 MB (3001575 bytes)
Series
Monographs and Surveys in Pure and Applied Math
Edition
1
Pages
332\332
Time added
2010-02-18 13:16:04

Description

Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original scheme have made the computational procedure feasible. With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions.Iterative Dynamic Programming offers a comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others - previously available only in scattered journal articles - along with the insight that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.

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