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From Shortest Paths to Reinforcement Learning

A MATLAB-Based Tutorial on Dynamic Programming

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Focusing on dynamic programming (DP), this book addresses its practical applications and implementation, countering its reputation for being computationally impractical. Utilizing MATLAB, it provides a hands-on tutorial that helps readers understand DP principles while encouraging experimentation. Aimed at practitioners and graduate students, it requires a basic understanding of probability and optimization, making it suitable for fields such as engineering, applied mathematics, management, finance, and economics.

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From Shortest Paths to Reinforcement Learning, Paolo Brandimarte

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2022
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