LECTURE SLIDES ON DYNAMIC PROGRAMMING BASED …

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LECTURE SLIDES ON DYNAMIC PROGRAMMINGBASED ON LECTURES GIVEN AT THEMASSACHUSETTS INSTITUTE OF TECHNOLOGYCAMBRIDGE, MASSFALL 2004DIMITRI P. BERTSEKASThese LECTURE SLIDES are BASED on the book: DYNAMIC PROGRAMMING and Optimal Con-trol: 2nd edition, Vols. I and II, AthenaScientific, 2002, by dimitri P. Bertsekas; Updated: December 2004The SLIDES are copyrighted, but may be freelyreproduced and distributed for any noncom-mercial CONTENTS These SLIDES consist of 24 Lectures, whose sum-mary is given in the next 24 SLIDES Lectures 1-2: Basic DYNAMIC PROGRAMMING al-gorithm (Chapter 1) Lectures 3-4: Deterministic discrete-time andshortest path problems (Chapter 2) Lectures 5-6: Stochastic discrete-time problems(Chapter 4) Lectures 7-9: Deterministic continuous-time op-timal control (Chapter 4) Lectures 10-12: Problems of imperfect stateinformation (Chapter 5) Lectures 13-16: Approximate DP - suboptimalcontrol (Chapter 6) Lectures 17-20: Introduction to infinite horizonproblems (Chapter 7) Lectures 21-24.

lecture slides on dynamic programming based on lectures given at the massachusetts institute of technology cambridge, mass fall 2004 dimitri p. bertsekas

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