Dynamic programming and optimal control
Bertsekas, Dimitri P.
Dynamic programming and optimal control - 4th ed. - Massachusetts Athena Scientific 2020 - xx, 555p.,
http://athenasc.com/dpbook.html
The leading and most up-to-date 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 treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning.
9781886529434 (hb.)
Mathematical optimization
Dynamic programming
Control theory
519.703 / BER
Dynamic programming and optimal control - 4th ed. - Massachusetts Athena Scientific 2020 - xx, 555p.,
http://athenasc.com/dpbook.html
The leading and most up-to-date 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 treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning.
9781886529434 (hb.)
Mathematical optimization
Dynamic programming
Control theory
519.703 / BER