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Dynamic Programming is a fundamental tool widely used to model and solve various engineering problems. This course is developed to study the popular concepts and techniques of dynamic programming. The contents include Principles of Optimality; Dynamic Programming Algorithm; Deterministic Dynamic Programming Problems; Stochastic Dynamic Programming Problems with Perfect and Imperfect Information; Approximate Dynamic Programming and Infinite Horizon Problems.
The first of the two volumes of 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.
