Dynamic Programming & Optimal Control, Vol. I
In this two-volume work Bertsekas caters equally effectively to theoreticians who care for proof of such concepts as the existence and the nature of optimal policies and to practitioners interested in the modeling and the quantitative and numerical solution aspects of stochastic dynamic programming. --Michael Caramanis, in InterfacesIn conclusion, this book is an excellent source of reference ... The main strengths of the book are the clarity of the exposition, the quality and variety of the examples, and its coverage of the most recent advances. --Thomas W. Archibald, in IMA Jnl. of Mathematics Applied in Business & IndustryIn this two-volume work Bertsekas caters equally effectively to theoreticians who care for proof of such concepts as the existence and the nature of optimal policies and to practitioners interested in the modeling and the quantitative and numerical solution aspects of stochastic dynamic programming. --Michael Caramanis, in InterfacesIn conclusion, this book is an excellent source of reference ... The main strengths of the book are the clarity of the exposition, the quality and variety of the examples, and its coverage of the most recent advances. --Thomas W. Archibald, in IMA Jnl. of Mathematics Applied in Business & Industry