Dynamic Programming Volume II: General States

This book covers the theory of dynamic programming with general state spaces. It is organized as follows:

Front Matter

• Preface

• Notation

Prelude

• Prelude: Examples of Dynamic Programs — Examples of Dynamic Programs

Part I: General Theory

• Abstract Decision Processes — Abstract Decision Processes

• ADPs on Pospace — ADPs on Pospace

• ADPs on Banach Space — ADPs on Banach Space

• ADP Transformations — ADP Transformations

Part II: Models and Applications

• Linear Decision Processes — Linear Decision Processes

• Recursive Decision Processes — Recursive Decision Processes

• Additional Applications — Additional Applications

• Approximation and Learning — Approximation and Learning

Appendices

• Mathematical Background — Mathematical Background

• Solutions — Solutions