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Dynamic programming and optimal control Dimitri P. Bertsekas
Publisher: Athena Scientific

E212;Dynamic Programming ;;Richard Bellman;;2003; 104.000 ; 78.000. (a) State and prove optimal control problem based on dynamic programming in discrete time system (b) Explain the principles of causality and invariant imbedding. In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. I and II, Athena Scientific, 1995, (3rd Edition Vol. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. Bertsekas;Athena Scientific;2005; 135.000 ; 101.250. Dynamic Programming and Optimal Control. Bertsekas, “Dynamic Programming and Optimal Control”, Vols. George Cybenko for IEEE Computational Science and Engineering, May 1998: Neuro-Dynamic Programming (Optimization and Neural Computation Series, 3). December 2012, Wiley-IEEE Press. So, you need to know intertemporal optimization (usually dynamic programming or optimal control formalism), some differential equations and dynamic systems, and linear estimation theory. Reinforcement Learning and Approximate Dynamic Programming for Feedback Control. Lewis (Editor), Derong Liu (Editor). E213;Dynamic Programming and Optimal Control Volume 1;3;Dimitri P. Bertsekas, “Network Optimization: Continuous and Discrete Models”, Athena Scientific, 1998.