Dynamic Programming and Optimal Control, Vol. I (400 pages) and II (304 pages);

This book develops in depth dynamic programming, a central algorithmic method for optimal control, sequential decision making under uncertainty, and combinatorial optimization. The treatment focuses on basic unifying themes and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and economics.

The first volume is more oriented towards modeling, conceptualization, and finite horizon problems, and includes an introductory treatment of infinite horizon problems. The second volume is more oriented towards mathematical analysis, computation, and an in-depth treatment of infinite horizon problems.

Among its special features, the book:

• provides a unifying framework for sequential decision making by introducing a single basic problem that is the object of analysis throughout the text
• treats simultaneously stochastic control problems popular in modern control theory and Markovian decision problems popular in operations research
• develops the theory of deterministic optimal control problems including the Pontryagin Minimum Principle
• provides extensive coverage of suboptimal control and the first textbook treatment of simulation-based approximation techniques (reinforcement learning/neurodynamic programming), which represent a breakthrough in the practical application of dynamic programming to complex and large-dimensional problems

The author is Professor of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and has been teaching the material of this book in introductory graduate courses for over twenty years.

Solutions manual available for instructors from the author.

Detailed table of contents available here

Ordering and further information

For ordering or other information, please contact Athena Scientific:

Athena Scientific, P.O. Box 391,
Belmont, MA 02178-9998,
U.S.A,
Tel.: (617) 489-3097,
Fax.: (617) 489-2017,
Email: athenasc@world.std.com

Professor Bertsekas also welcomes comments.