Dynamic Programming and Optimal Control, Vol. II - Hardcover

Bertsekas, Dimitri P.

Hardcover

ISBN 10: 1886529302 ISBN 13: 9781886529304

Publisher: Athena Scientific, 2007

Synopsis

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 length has increased by more than 50%, and most of the old material has been restructured and/or revised. 2) Extensive coverage (more than 100 pages) of recent research on simulation-based approximate dynamic programming (neuro-dynamic programming), which allow the practical application of dynamic programming to large and complex problems. 3) An in-depth development of the average cost problem (more than 100 pages), including a full analysis of multichain problems, and an extensive analysis of infinite-spaces problems. 4) An introduction to infinite state space stochastic shortest path problems. 5) Expansion of the theory and use of contraction mappings in infinite state space problems and in neuro-dynamic programming. 6) A substantive appendix on the mathematical measure-theoretic issues that must be addressed for a rigorous theory of stochastic dynamic programming. Much supplementary material can be found in the book's web page

About this title

About the Author

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.

Review

Review of earlier edition: "Here is a tour-de-force in the field." --D. K. Smith, in Jnl. of Op. Research Society

"In this two-volume work Bertsekas caters equally effectively to theoreticians who care for proof of such concepts as the existence and the nature of optimal policies and to practitioners interested in the modeling and the quantitative and numerical solution aspects of stochastic dynamic programming." --Michael Caramanis, in Interfaces

"By its comprehensive coverage, very good material organization, readability of the exposition, included theoretical results, and its challenging examples and exercises, the reviewed book is highly recommended for a graduate course in dynamic programming or for self-study. It is a valuable reference for control theorists, mathematicians, and all those who use systems and control theory in their work. Students will for sure find the approach very readable, clear, and concise. Misprints are extremely few." --Vasile Sima, in SIAM Review

"In this two-volume work Bertsekas caters equally effectively to theoreticians who care for proof of such concepts as the existence and the nature of optimal policies and to practitioners interested in the modeling and the quantitative and numerical solution aspects of stochastic dynamic programming." --Michael Caramanis, in Interfaces

"By its comprehensive coverage, very good material organization, readability of the exposition, included theoretical results, and its challenging examples and exercises, the reviewed book is highly recommended for a graduate course in dynamic programming or for self-study. It is a valuable reference for control theorists, mathematicians, and all those who use systems and control theory in their work. Students will for sure find the approach very readable, clear, and concise. Misprints are extremely few." --Vasile Sima, in SIAM Review

"In this two-volume work Bertsekas caters equally effectively to theoreticians who care for proof of such concepts as the existence and the nature of optimal policies and to practitioners interested in the modeling and the quantitative and numerical solution aspects of stochastic dynamic programming." --Michael Caramanis, in Interfaces

"By its comprehensive coverage, very good material organization, readability of the exposition, included theoretical results, and its challenging examples and exercises, the reviewed book is highly recommended for a graduate course in dynamic programming or for self-study. It is a valuable reference for control theorists, mathematicians, and all those who use systems and control theory in their work. Students will for sure find the approach very readable, clear, and concise. Misprints are extremely few." --Vasile Sima, in SIAM Review

Edition details

• Publisher: Athena Scientific
• Publication date: 2007
• ISBN 10: 1886529302
• ISBN 13: 9781886529304
• Binding: Hardcover
• Language: English
• Edition number: 3
• Number of pages: 444