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Dynamic Programming and Optimal Control 4th Edition
Purchase options and add-ons
- ISBN-101886529086
- ISBN-13978-1886529083
- Edition4th
- PublisherAthena Scientific
- Publication dateJune 18, 2012
- LanguageEnglish
- Dimensions6.5 x 2 x 9.25 inches
- Print length1270 pages
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Editorial Reviews
Review
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 Interfaces
In 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. --T. W. Archibald, in IMA Jnl. of Mathematics
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 Interfaces
In 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. --T. W. Archibald, in IMA Jnl. of Mathematics
About the Author
Product details
- Publisher : Athena Scientific; 4th edition (June 18, 2012)
- Language : English
- Hardcover : 1270 pages
- ISBN-10 : 1886529086
- ISBN-13 : 978-1886529083
- Item Weight : 3.3 pounds
- Dimensions : 6.5 x 2 x 9.25 inches
- Best Sellers Rank: #589,603 in Books (See Top 100 in Books)
- #264 in Mathematical Physics (Books)
- #370 in Physics (Books)
- #4,597 in Core
- Customer Reviews:
About the author
DIMITRI P. BERTSEKAS
Biographical Sketch
Dimitri P. Bertsekas undergraduate studies were in engineering at the National Technical University of Athens, Greece. He obtained his MS in electrical engineering at the George Washington University, Wash. DC in 1969, and his Ph.D. in system science in 1971 at the Massachusetts Institute of Technology.
Dr. Bertsekas has held faculty positions with the Engineering-Economic Systems Dept., Stanford University (1971-1974) and the Electrical Engineering Dept. of the University of Illinois, Urbana (1974-1979). Since 1979 he has been teaching at the Electrical Engineering and Computer Science Department of the Massachusetts Institute of Technology (M.I.T.), where he is currently McAfee Professor of Engineering. He has held editorial positions in several journals. His research at M.I.T. spans several fields, including optimization, control, large-scale computation, and data communication networks, and is closely tied to his teaching and book authoring activities. He has written numerous research papers, and sixteen books and research monographs, several of which are used as textbooks in MIT classes.
Professor Bertsekas was awarded the INFORMS 1997 Prize for Research Excellence in the Interface Between Operations Research and Computer Science for his book "Neuro-Dynamic Programming" (co-authored with John Tsitsiklis), the 2000 Greek National Award for Operations Research, the 2001 ACC John R. Ragazzini Education Award, the 2009 INFORMS Expository Writing Award, the 2014 ACC Richard E. Bellman Control Heritage Award for "contributions to the foundations of deterministic and stochastic optimization-based methods in systems and control," the 2014 Khachiyan Prize for Life-Time Accomplishments in Optimization, and the SIAM/MOS 2015 George B. Dantzig Prize. In 2001, he was elected to the United States National Academy of Engineering for "pioneering contributions to fundamental research, practice and education of optimization/control theory, and especially its application to data communication networks."
Dr. Bertsekas' recent books are "Introduction to Probability: 2nd Edition" (2008), "Convex Optimization Theory" (2009), "Dynamic Programming and Optimal Control, Vol. I, (2017), and Vol. II: Approximate Dynamic Programming" (2012), "Abstract Dynamic Programming" (2013), and "Convex Optimization Algorithms" (2015), all published by Athena Scientific.
Besides his professional activities, Professor Bertsekas is interested in travel, portrait, and landscape photography. His pictures have been exhibited on several occasions at M.I.T., and can also be accessed from his www site.
Customer reviews
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- Reviewed in the United States on August 28, 2016I've read the textbook dealing with DP up to chapter 6. Since this book is approached mathematically, I think it is very well made except a few typos. A bit of unsatisfactoriness for me is the style of the book. I prefer the style introducing the general result first, and then proves why they are derived and where they are derived from. And then, many examples are very helpful for readers like me. However, this book introduces examples first, and then constructs the general form from and using the examples. I am sure that everybody has different styles. My word is just not my type. Nevertheless, the contents that textbook handles are wonderful.
- Reviewed in the United States on March 15, 2019This set of two books is just an absolute archive of knowledge. Everything you need to know on Optimal Control and Dynamic programming from beginner level to advanced intermediate is here. Plus worked examples are great. They aren't boring examples as well.
This set pairs well with Simulation-Based Optimization by Abhijit Gosavi.
I guess the point is, this book should be the central framework of any graduate course in optimal control and operations research.
- Reviewed in the United States on March 15, 2018A classic!
- Reviewed in the United States on October 9, 2024Seems like someone scanned it in while very drunk or something. Publisher really should lift its game this is just embarrassing for them.
- Reviewed in the United States on August 27, 2008*This is easily the best book on dynamic programming. It certainly is the most up-to-date book on this topic. The first volume covers numerous topics such as deterministic control, HJB equation for the deterministic case, Pontryagin principle, finite horizon MDPs, partially observable MDPs, and rollout heuristics. The second volume treats the infinite horizon case for the regular MDP --- average reward, discounted reward, semi-Markov control, and even some reinforcement learning.
*I love the notation. The proofs in this book are much easier than those you will find elsewhere. (This opinion is based on my study of proofs in other texts.) The treatment is very sophisticated and yet very accessible! Furthermore, what is really a bonus here --- something you won't find in the other books --- is a discussion on the stochastic shortest path (SSP). The SSP makes it so easy to analyze the average reward problem and the finite horizon problem with a stationary transition probability structure.
*I strongly recommend this book to all readers interested in understanding the basics of DP and the convergence proofs underlying the DP machinery. It is a must on your book shelf if you are working on research in DP or topics related to DP such as reinforcement learning or adaptive (approximate) DP.
- Reviewed in the United States on April 19, 2000This book does a very good job presenting both deterministic and stochastic optimal control. The author does a particularly good job in presenting the derivation of the Bellman equation and its relation to variational formulations for deterministic optimal control. There are also many very good problems with which the reader can test her understanding, and the author has made many solutions available on his web page. Problems range from testing theoretical understanding to determinig optimal policies for various control problems. There are even some exercises which ask the reader to develop parallel codes to solve some problems, so I think there is something in this book for everybody. Richard Bellman once said that there is considerably more to optimal control than just locating the eigenvalues of some matrix in the complex plane. I believe that Bertsekas has remained faithful to Bellman's view with the broad range of problems which he attacks through dynamic programming. I am currently doing a PhD thesis in mathematics studying Bellman equations, and I cannot think of a better source for intuition about control problems than Bertsekas' book. He even does a nice job in pointing out where he has omitted technicalities in the mathematical treatment for those who wish a very rigorous approach to control. If there is a better book out there, I am not aware of it.
- Reviewed in the United States on November 3, 2006really nice book on dynamic programming... easy to understand and contains all requisite details.
- Reviewed in the United States on December 9, 2017Prof. Bertsekas is definitely the top-level researcher in this domain. It is a good start to study reinforcement learning and its beyond.
Top reviews from other countries
- LizReviewed in Mexico on September 18, 2024
1.0 out of 5 stars Do not waste your money on the kindle edition
I wasted my money on this kindle book. I thought that by being a kindle edition it was gonna be well formated, but It is not even readable.
It looks like a scanned book. I attached pics of how it looks on my kindle and on the kindle app on my tablet.
Liz
Reviewed in Mexico on September 18, 2024
It looks like a scanned book. I attached pics of how it looks on my kindle and on the kindle app on my tablet.
Images in this review - amznusrReviewed in Germany on July 31, 2023
2.0 out of 5 stars Probably a good textbook...
I was looking forward to working with this two-volume book. Professor Bertsekas is considered a good teacher (in the classroom and in his books).
Volume 1, however, has skewed text on many pages (see picture 1) and also two pages hanging together which will result in damaged paper when fully opening the book in this place (see picture 2). I informed the publisher about the not perfectly centered pages and they told me that they "look to us exactly as they are supposed to look" (skewed) and with regards to the binding they replied: "Also the binding flaw mentioned does not seem to be of the type that we can guarantee against. Therefore if you ask for a book replacement from Amazon, we cannot guarantee that the replacement book will be more satisfactory."
Athena Scientific's motto is "A Publisher of Fine Scientific Books". Good one. Not fine with me. I'll sadly have to return those fine books.
amznusr
Reviewed in Germany on July 31, 2023
Volume 1, however, has skewed text on many pages (see picture 1) and also two pages hanging together which will result in damaged paper when fully opening the book in this place (see picture 2). I informed the publisher about the not perfectly centered pages and they told me that they "look to us exactly as they are supposed to look" (skewed) and with regards to the binding they replied: "Also the binding flaw mentioned does not seem to be of the type that we can guarantee against. Therefore if you ask for a book replacement from Amazon, we cannot guarantee that the replacement book will be more satisfactory."
Athena Scientific's motto is "A Publisher of Fine Scientific Books". Good one. Not fine with me. I'll sadly have to return those fine books.
Images in this review - MGReviewed in Canada on January 25, 2016
5.0 out of 5 stars Happy grad student
Indispensable for my research in grad school.
- FReviewed in Canada on April 10, 2015
5.0 out of 5 stars Rr
Great book needed it for class