This is a modest revision of Vol. 2 of the 1995 best-selling dynamic programming 2-volume book by Bertsekas. 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:...
Dimitri Bertsekas is Professor of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology. He consults regularly with private industry and has held editorial positions in several journals. He has been elected Fellow of the IEEE, and a memebr of the US National Academy of Engineering. He has researched a broad variety of subjects from optimization theory, control theory, parallel and distributed computation, systems analysis,...
"Here is a tour-de-force in its field." -- D. Smith, Operational Research Society
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