Iterative Dynamic Programming (Hardcover) (ISBN-13: 9781584881483)

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.

Author: Rein Luus
ISBN-10: 1584881488
ISBN-13: 9781584881483
Publisher: CRC Press
Language: English
Published: 01/27/2000
Pages: 342
Format: Hardcover
Weight: 1.45lbs
Size: 9.21h x 6.14w x 0.81d

Review Citation(s):
Scitech Book News 06/01/2000 pg. 37