Dynamic Programming

by Richard E. Bellman

An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. Written by a leading developer of such policies, it presents a series of methods, uniqueness and existence theorems, and examples for solving the relevant equations. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, strategies behind multistage games, and Markovian decision processes. Each chapter concludes with a problem set that Eric V. Denardo of Yale University, in his informative new introduction, calls "a rich lode of applications and research topics." 1957 edition. 37 figures.

Genres: Mathematics, Computer Science, Programming, Textbooks, Artificial Intelligence, Algorithms

384 pages, Paperback

First published October 21, 1957

About the author

Richard Ernest Bellman was an American applied mathematician, celebrated for his invention of dynamic programming in 1953, and important contributions in other fields of mathematic

Reviews

[Carter · Rating 4 out of 5]

I picked up this dover edition of Bellman's classic work on dynamic programming just to get a sense of full breadth of the original theory since I primarily studied aspects of this from an algorithmic perspective in computer science. Unfortunately even though I get a sense of this my understanding of math in certain areas is lacking (specifically in variational calculus) to completely understand the mathematical justification for some of the continuous results. But the discrete cases are enough to justify spending some time reading this book- especially for this price.

[William Schram · Rating 4 out of 5]

Dynamic Programming by Richard Bellman is a book about optimization problems. It uses boundary value problems and stochastic methods to ascertain the answers in each case. The book is from 1957, so the calculating power of the world at the time is less than my TI-83 Plus calculator.

Heavy-duty mathematics bursts forth from every page of this book. It's unfortunate, but the book is far too advanced for me at the moment. I want something to build up to this level, but I don't know where to start in this case.

On a positive note, the book contains plenty of examples and workable problems. Bellman is a thorough teacher.

Since the book is too advanced, I will shelve it for now. Thanks for reading my review, and see you next time.