From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming
Paolo Brandimarte, Politecnico di Torino
Springer International Publishing, 2021
ISBN: 978-3-030-61866-7;
Language: English
From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.
The MATLAB code used in the book is available for download through the author's website.
