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Dynamic Programming and Optimal Control
- D. Bertsekas
- Computer Science
- 1 May 1995
The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential…
Neuro-Dynamic Programming
- D. Bertsekas
- Computer ScienceEncyclopedia of Optimization
- 2009
From the Publisher:
This is the first textbook that fully explains the neuro-dynamic programming/reinforcement learning methodology, which is a recent breakthrough in the practical application of…
Parallel and Distributed Computation: Numerical Methods
- D. Bertsekas, J. Tsitsiklis
- Computer Science
- 1989
TLDR
Constrained Optimization and Lagrange Multiplier Methods
- D. Bertsekas
- Computer Science
- 1 October 1982
On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Jonathan Eckstein, D. Bertsekas
- Computer Science, MathematicsMath. Program.
- 6 June 1992
TLDR
Stochastic optimal control : the discrete time case
- D. Bertsekas, S. Shreve
- Mathematics
- 1 February 2007
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the…
Parallel and distributed computation
- D. Bertsekas, J. Tsitsiklis
- Computer Science
- 1989
This book focuses on numerical algorithms suited for parallelization for solving systems of equations and optimization problems. Emphasis on relaxation methods of the Jacobi and Gauss-Seidel type,…
Dynamic Programming: Deterministic and Stochastic Models
- D. Bertsekas
- Computer Science
- 1 April 1987
TLDR
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