Dynamic programming and optimal control
Book information
Description
This is a substantially expanded (by nearly 30%) and improved edition of the best-selling 2-volume dynamic programming book by Bertsekas. DP is a central algorithmic method for optimal control, sequential decision making under uncertainty, and combinatorial optimization. The treatment focuses on basic unifying themes and conceptual foundations. It illustrates the power of the method with many examples and applications from engineering, operations research, and economics.
Similar books
Parallel and distributed computation: numerical methods
1997 · DJVU
Abstract Dynamic Programming
Convex analysis and optimization
2003 · DJVU
Convex optimization theory
2009 · DJVU
Convex optimization algorithms
2015 · DJVU
Convex analysis and optimization: Solutions
2005 · PDF
Introduction to Probability
2008 · DJVU
Nonlinear Programming
1998 · PDF