Optimization and Control

@inproceedings{Weber2007OptimizationAC,
  title={Optimization and Control},
  author={Richard Weber},
  year={2007}
}
1 Dynamic Programming 1 1.1 Control as optimization over time . . . . . . . . . . . . . . . . . . . . . . 1 1.2 The principle of optimality . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.3 Example: the shortest path problem . . . . . . . . . . . . . . . . . . . . 1 1.4 The optimality equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.5 Markov decision processes . . . . . . . . . . . . . . . . . . . . . . . . . . 4