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:
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.
For ordering or other information, please contact Athena Scientific:
P.O. Box 391,
Belmont, MA 02178-9998,
Tel.: (617) 489-3097,
Fax.: (617) 489-2017,
Professor Bertsekas also welcomes comments.