Dynamic Programming and Optimal Control (Volume 2 Only)
Dimitri P. Bertsekas
Sold by ThriftBooks-Dallas, Dallas, TX, U.S.A.
AbeBooks Seller since July 2, 2009
Used - Hardcover
Condition: Used - Very good
Quantity: 1 available
Add to basketSold by ThriftBooks-Dallas, Dallas, TX, U.S.A.
AbeBooks Seller since July 2, 2009
Condition: Used - Very good
Quantity: 1 available
Add to basketMay have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.2.
Seller Inventory # G1886529132I4N00
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.
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