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Joeychgo.com Book Store > Joeychgo.com books beginning with D
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Dynamic Programming and Optimal Control (2 Vol Set) |
Author: Dimitri P. Bertsekas
Published: 2007-01-29 |
List price: $134.50
Our price: $119.50
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As of: November 20th, 2008 03:20:34 AM
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Customer comments on this selection.
 Excellent book
*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.
br /*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.
br /*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.
br /
 Textbook
It's a good book for dynamic programming, though it requires substantial knowledge of mathematics.
rp
really nice book on dynamic programming... easy to understand and contains all requisite details.
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