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"This is substantially expanded and imprved edition of the best selling book by Bertsekas on dynamic programming, a central algorithmic method for optimal control, sequential decision making under uncertainty, and combinatorial optimization. the treatment focuses on basic unifying themes and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research and economics. This new edition of the second volum contains : - A comprehensive and mathematical rigorous treatment of infinite horizon problems. - Extensive coverage of recent research on simulation-based approximation techniques (neuro-dynamic programming), which allow the practical application of dynamic programming to complex problems, - Highlighting the role of asynchronous distributed computation in approximate dynamic…
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