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Title Dynamic programming : sequential scientific management / [edited by] A. Kaufmann [and] R. Cruon ; translated by Henry C. Sneyd
Published London ; New York : Academic Press, ©1967

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Description 1 online resource
Series Mathematics in science and engineering ; 37
Mathematics in science and engineering ; 37.
Contents Front Cover; Dynamic Programming: Sequential Scientific Management; Copyright Page; Foreword to The French Edition; Contents; Preface to The French Edition; List of Principal Symbols; Chapter 1. Discrete Dynamic Programs With a Certain Future and a Limited Horizon; 1. General Introduction; 2. A Numerical Example; 3. Mathematical Model of a Discrete Dynamic Program with a Certain Future; 4. Interpretation by the Theory of Graphs. Multistage Graphs; 5. Explanation of Certain Difficulties in the Calculations; 6. A Numerical Example Which is Nonlinear
7. The Case where the Decision Variable Has More Dimensions than the State Variable8. Case where the Final and Initial States Are N o t Both Prescribed; 9. Comparison of the Four Methods; 10. Stationary Programs. Convergence. Permanent Policies; Chapter 2. Discrete Dynamic Programs With a Certain Future and an Unlimited Horizon; 11. Introduction; 12. Convergence by ''Narrowing" the Domain of Decision; 13. The Criterion of the Present Value; 14. Criterion of the Average Value per Period; Chapter 3. Discrete Dynamic Programs With a Random Future and Limited Horizon; 15. introduction
16. An Example of D.H. (Décision-Hasard) Dynamic Program17. Mathematical Model of a D.H. Dynamic Program. Decomposed Form; 18. Mathematical Model of an H. D. Dynamic Program. Decomposed Form; 19. Examples; Chapter 4. Discrete Dynamic Programs With a Random Future and Unlimited Horizon (General Case); 20. Introduction; 21. Criterion of the Expected Total Value; 22. Approximation in the Space of the Strategies; 23. Convergence of the Total Present Value of an Arbitrary Strategy; 24. Influence of the Initial State; 25. The Criterion of the Expected Total Value without Discounting
26. The Criterion of the Average Expected Value per Period27. Optimization of the Average Value per Period; Chapter 5. Discrete D.H. Dynamic Programs With Finite Markovian Chains; 28. Introduction; 29. Structure of Finite Markovian Chains; 30. Irreducible Finite Markovian Chain7; 31. The Generating Function (z-Transform); 32. Quantitative Study of Finite Markovian Chains; 33. Value of a Permanent Strategy; 34. Optimization of the Total Present Value; 35. Optimization of the Average Value per Period (or of the Total Value)
36. Optimization of the Average Value per Period in the Special Case of a Certain Future37. Decomposed Form; Chapter 6. Various Generalizations; 38. Introduction; 39. Nonsequential Structures; 40. Nonadditive Values; Bibliography; I. Theory; II. Practice; Subject Index; Mathematics in Science and Engineering
Summary Dynamic programming; sequential scientific management
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Dynamic programming.
MATHEMATICS -- Linear & Nonlinear Programming.
Dynamic programming
Form Electronic book
Author Kaufmann, A. (Arnold), 1911-1994
Cruon, R.
Sneyd, Henry C
ISBN 9780080955445
0080955444
9780124023505
0124023509