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Dynamic Programming & Optimal Control

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Product Description

This is a substantially expanded (by about 30%) and improved edition of Vol. 1 of the best-selling dynamic programming book by Bertsekas. (A relatively minor revision of Vol. 2 is planned for the second half of 2001.) DP is 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 power of the method with many examples and applications from engineering, operations research, and economics. Among its special features, the book: (a) provides a unifying framework for sequential decision making (b) develops the theory of deterministic…