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Dynamic programming and stochastic control, Volume 125 (Mathematics in Science and Engineering)
Dynamic programming and stochastic control, Volume 125 (Mathematics in Science and Engineering)
Date: 14 June 2011, 13:25

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This text evolved from an introductory course on optimization under uncertainty that I taught at Stanford University in the spring of 1973 and at the University of Illinois in the fall of 1974. It is aimed at graduate students and practicing analysts in engineering, operations research, economics, statistics, and business administration. As a textbook it could be used, for example, in a one-semester first-year graduate course, which could cover primarily the first five chapters, the first half of Chapter 6, and parts of Chapter 8. It could also be used in a two-quarter graduate course, which would probably cover the whole text. Depending on the students’ backgrounds and interests, some material could be omitted or added by the instructor.

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