Table of Contents

Applied Dynamic Programming

This is the computational aspect of Bellman’s DP theory written alongside Dreyfus in the summer of 1962, I believe while they worked for the RAND corporation. I am reading the book haphazardly. I have found the stability part of the book to have questions that are still relevant today. It is also interesting to see how Bellman goes into so much detail in explaining how to implement his DP theoretic formulations on a modern digital computer. Goes to show that as Engineers and Mathematicians, we should not stop at merely theorizing and rigorizing our formalisms, but rather we should go on to provide insights on how our algorithms can be implemented so as to help others thoroughly understand our work. Or to quote Bellman himself, “If we do not wish to suffer the usual atrophy of armchair philosophers, we must occasionally roll up our sleeves and do some spadework.”

The Theory of Dynamic Programming

  • Author: Richard Bellman
  • This is a rather short report by Bellman, published in mid-summer of 1954, also while he was at the RAND corporation. At a measly 27 pages in content, it provides an expository delineation of the theory of DP. Highly recommended!

Dynamic Programming

  • Author: Richard Bellman
  • A much rather full exposition of the Dynamic Programming theory and the optimality principle. Je dois admettre, I have not read this enough to provide an overview. This bullet will be updated once I do.

NB: Most of these books are available on Amazon and a used copy can be cheaply bought to entertain your mind this summer. So go ahead and order them. We are in the era of big data and large scale computing.