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Dynamic Programming and Optimal Control (Volume 2 Only)
From " this book is an great source of reference" --This text refers to an out of print or unavailable edition of this title. D. Smith, Operational Research Society "Here is a tour-de-force in its field." --This text refers to an out of print or unavailable edition of this title. Reader Reviews This review is from: Dynamic Programming and Optimal Control (Volumes 1 and 2) (Hardcover) This book does a very good job presenting both deterministic and stochastic optimal control. The author does a particularly good job in presenting the derivation of the Bellman equation and its relation to variational formulations for deterministic optimal control. There are also many very good problems with which the reader can test her understanding, and the author has made many solutions available on his web page. Problems range from testing theoretical understanding to determinig optimal policies for various control problems. There are even some exercises which ask the reader to develop parallel codes to solve some problems, so I think there is something in this book for everybody. Richard Bellman once said that there is considerably more to optimal control than just locating the eigenvalues of some matrix in the complex plane. I believe that Bertsekas has remained faithful to Bellman's view with the broad range of problems which he attacks through dynamic programming. I am currently doing a PhD thesis in mathematics studying Bellman equations, and I cannot think of a better source for intuition about control problems than Bertsekas' book. He even does a nice job in pointing out where he has omitted technicalities in the mathematical treatment for those who wish a very rigorous approach to control. If there is a better book out there, I am not aware of it. Comment | | (Report this)
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