Dynamic programming and optimal control

Bertsekas D.P.1886529124, 9781886529120

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.