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Title (user) : Recursive Techniques...

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Title (user) : Iterative Dynamic ProgrammingISBN : 1584881488,9781584881483GoogleBook ID : 11s6nwEACAAJOpenLibrary ID : OL8795204MEdition : 2003.Series : CRC Monographs and Surveys in Pure and Applied MathematicsAuthors (user) : Rein LuusAuthors (google) : Rein LuusPublisher : Chapman & HallLanguage : EnglishPublication Date : 2000File Format : pdfCategories : Mathematics------------------------------------------Description (user) : 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...

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Iterative Dynamic Programming
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