Dynamic Programming & Optimal Control, Vol. I

Book Title :Dynamic Programming & Optimal Control, Vol. I

The first of the two volumes of the leading and most uptodate textbook on the farranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discretecombinatorial 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 other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an introduction to the farreaching methodology of NeuroDynamic Programming. The first volume is oriented towards modeling, conceptualization, and finitehorizon problems, but also includes a substantive introduction to infinite horizon problems that is suitable for classroom use. The second volume is oriented towards mathematical analysis and computation, and treats infinite horizon problems extensively. The text contains many illustrations, workedout examples, and exercises.

Author(s) :Dimitri P. Bertsekas (2005)

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