A research monograph providing a synthesis of research on the foundations of dynamic programming that started nearly 50 years ago, with the modern theory of approximate dynamic programming and the new class of semicontractive models. It aims at a unified and economical development of the core theory and algorithms of total cost sequential decision problems, based on the strong connections of the subject with fixed point theory. The analysis...
Dimitri Bertsekas is McAffee Professor of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and a member of the 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 sixteen textbooks....
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