Introduction to stochastic dynamic programming

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Academic Press, 1983 - Mathematics - 164 pages
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Contents

Discounted Dynamic Programming
29
Minimizing CostsNegative Dynamic Programming
49
Maximizing RewardsPositive Dynamic Programming
73
Copyright

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About the author (1983)

Sheldon M. Ross is the Epstein Chair Professor at the Department of Industrial and Systems Engineering, University of Southern California. He received his Ph.D. in statistics at Stanford University in 1968 and was formerly a Professor at the University of California, Berkeley, from 1976 until 2004. He has published more than 100 articles and a variety of textbooks in the areas of statistics and applied probability, including Topics in Finite and Discrete Mathematics (2000), Introduction to Probability and Statistics for Engineers and Scientists, Fourth Edition (2009), A First Course in Probability, Eighth Edition (2009), and Introduction to Probability Models, Tenth Edition (2009), among others. Dr Ross serves as the editor for Probability in the Engineering and Informational Sciences.

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