Dynamic programming and optimal control

Dynamic programming and optimal control

by Bertsekas, Dimitri P.

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Title Statements

  • Full title :Dynamic programming and optimal control / Dimitri P. Bertsekas.

Edition Statements

  • Publication Date:©1995.

Publication Statements

  • Publisher(s):Athena Scientific
  • Place of Publication:Belmont, Mass
  • Language:eng
  • Publication Date:©1995.

The Physical Object

  • Description:2 volumes : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:1886529116, 9781886529113, 1886529124, 9781886529120, 1886529132, 9781886529137, 1886529094, 9781886529090
  • oclc:ocm33134343
  • LC Classification:T57.83
  • Dewey Decimal:519.7/03

Table of Contents

V. 1. The dynamic programming algorithm -- Deterministic systems and the shortest path problem -- Deterministic continuous-time optimal control -- Problems with perfect state information -- Problems with imperfect state information -- Suboptimal and adaptive control -- Introduction to infinite horizon problems. Appendices: Mathematical review; On optimization theory; On probability theory; On finite-state Marcov chains; Kalman filtering; Modeling of stochastic linear systems.

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