Dynamic Programming and Optimal Control (Volume 2 Only)

4.13 avg rating
( 15 ratings by Goodreads )
9781886529137: Dynamic Programming and Optimal Control (Volume 2 Only)
View all copies of this ISBN edition:

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 optimal control including the Pontryagin Minimum Principle

(c) describes neuro-dynamic programming techniques for practical application of DP to complex problems that involve the dual curse of large dimension and lack of an accurate mathematical model

(d) provides a comprehensive treatment of infinite horizon problems in the second volume, and an introductory treatment in the first volume

(e) contains many exercises, with solutions of the most theoretical ones posted on the book's www page

Highlights of the revision: (a) Much new material on suboptimal control, including neuro-dynamic programming and rollout algorithms, and their applications in combinatorial optimization and stochastic optimal control. (b) A section on estimation and control of systems with a non-probabilistic (set membership) description of uncertainty. (c) A section on infinite horizon continuous-time (semi-Markov) decision problems. (d) A new appendix dealing with the minimax and expected utility approaches for formulating decision problems under uncertainty.

"synopsis" may belong to another edition of this title.

About the Author:

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, and data communication networks. He has written numerous papers in each of these areas, and he has authored or coauthored eleven textbooks. He has been elected Fellow of the IEEE, and a member of the US National Academy of Engineering.


"Here is a tour-de-force in its field." -- D. Smith, Operational Research Society

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 55.50
US$ 82.53

Convert currency

Shipping: FREE
Within U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9781886529267: Dynamic Programming & Optimal Control, Vol. I

Featured Edition

ISBN 10:  1886529264 ISBN 13:  9781886529267
Publisher: Athena Scientific, 2005

9781886529113: Dynamic Programming and Optimal Control (Volumes 1 and 2)

Athena..., 2001

9781886529274: Dynamic Programming and Optimal Control (Optimization and Computation Series, Volume 2)

Athena..., 2001

Top Search Results from the AbeBooks Marketplace


Bertsekas, Dimitri P.
Published by Athena Scientific (1995)
ISBN 10: 1886529132 ISBN 13: 9781886529137
New Hardcover Quantity Available: 2
Murray Media

Book Description Athena Scientific, 1995. Hardcover. Condition: New. Never used!. Seller Inventory # P111886529132

More information about this seller | Contact this seller

Buy New
US$ 82.53
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds