Bertsekas, Dimitri P. Dynamic programming and optimal control. Vol. 1 u. 2. (English) Zbl 0904.90170 Belmont, MA: Athena Scientific; 1-886529-13-2 (vol. 2)). xi, 387, xi, 292 p. (1995). This two-volume book is a greatly expanded and improved version of the author’s 1987 book “Dynamic Programming: Deterministic and Stochastic Models” (Prentice-Hall) (1987; Zbl 0649.93001).The author develops in his book in depth dynamic programming, a central algorithmic method for optimal control, sequential decision making under uncertainty and combinatorial optimization: The book gives a framework for sequential decision making, discusses deterministic and stochastic control problems and Markovian decision problems, develops the theory of deterministic optimal control problems including the Pontryagin maximum principle, treats finite and infinite horizon control problems.The given methods are illustrated with many examples and applications from engineering, operations research and other fields. The first volume is more oriented towards modeling and the second towards mathematical analysis and computation. The mathematical prerequisite for the book is a knowledge of advanced calculus, introductory probability theory and matrix-vector algebra. Reviewer: H.Benker (Merseburg) Cited in 8 ReviewsCited in 210 Documents MSC: 90C39 Dynamic programming 90-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming 49-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control 49L20 Dynamic programming in optimal control and differential games 90C40 Markov and semi-Markov decision processes 93E20 Optimal stochastic control Keywords:uncertainty; dynamic programming; optimal control; sequential decision making; combinatorial optimization; stochastic control; Markovian decision Citations:Zbl 0649.93001 PDFBibTeX XMLCite \textit{D. P. Bertsekas}, Dynamic programming and optimal control. Vol. 1 u. 2. Belmont, MA: Athena Scientific (1995; Zbl 0904.90170)