A major revision of the second volume of a textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The second volume is oriented towards mathematical analysis and computation, and treats infinite horizon problems extensively. New features of the 3rd edition are: 1) A major enlargement in size and scope:...
The author is McAfee Professor of Engineering at the Massachusetts Institute of Technology and a member of the National Academy of Engineering. He has been teaching the material included in this book in introductory graduate courses for over thirty years.
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