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

Bertsekas * Publisher: Athena Scientific * Number Of Pages: * Publication Date: 1995-06 * ISBN-10 / ASIN: 1886529132 * ISBN-13 / EAN: 9781886529137. Bertsekas, “Dynamic Programming and Optimal Control”, Vols. Alternatively, we might simply iterate through every single combination of items, but while this finds the optimal solution, it also grows with exponential complexity as we have more items in the set. The optimal control problem on nonseparable dynamic discrete systems is Considered. Finally, it surveys such advanced topics as uncertainty in two-period models, catastrophic risk, stochastic control problems, deterministic optimal control, and stochastic and deterministic dynamic programming approaches. Bertsekas, “Network Optimization: Continuous and Discrete Models”, Athena Scientific, 1998. Chapter 3 of the 3rd edition of Dimitri Betsekas's book "Dynamic Programming and Optimal Control" is on continuous-time optimal control. The book provides results based from various researches on tolerance analysis and optimal control and optimization model are presented in this book. Dynamic programming (or DP) is a powerful optimization technique that consists of breaking a problem down into smaller sub-problems, where the sub-problems are not independent. The techniques are very popular within operations research and control theory. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Dynamic programming and optimal control: Hamilton-Jacobi-Bellman equation, verification arguments, optimal stopping. Dynamic Programming and Optimal Control (Volume 2 Only) By Dimitri P. Geared toward upper-level undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Linear parabolic equations: fundamental solution, boundary value problems, maximum principle, transform methods. I and II, Athena Scientific, 1995, (3rd Edition Vol. Title, Research on Urban Traffic Signal Optimal Control Algorithm Based on Approximation Dynamic Programming.