Friday, April 3, 2009

great text by dreyfus and law...

" solve a problem by means of dynamic programming we choose the arguments of the optimal value function and define that function in such a way as to allow the use of the principle of optimality to write a recurrence relation. Starting with the boundary conditions, we then use the recurrent relation to determine concurrently the optimal value and policy functions. When the optimal value and decision are known for the value of the argument that represents the original whole problem, the solution is completed and the best path can be traced out using the optimal policy function alone."

they definitely don't make them like this anymore.

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