……随机动态规划：Dimitri P. Bertsekas 的《Dynamic Programming: Deterministic and Stochastic Models》。George L. Nemhauser 的《Dynamic Programming》。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R.……
…stochastic dynamic programming: Dimitri P. Bertsekas, Dynamic Programming: Deterministic and Stochastic Models. George L. Nemhauser, Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R.…
先从动态规划、离散时间、离散状态空间且无不确定性的书开始看。Dreyfus 和 Law 写的《The Art and Theory of Dynamic Programming》很不错，里面也涉及了随机情况。它之所以叫动态规划（dynamic programming），是因为随着时间推移、获取的信息越来越多，program 即 planning（规划方案）也在随时间动态调整。D&L 展示了一个很漂亮的……
Start with books on dynamic programming, discrete time, discrete space space, no uncertainty. There's a nice one by Dreyfus and Law, The Art and Theory of Dynamic Programming that also gets into the stochastic case. It's called dynamic programming because the program, that is, the planning, changes dynamically over time as learn more and more as time passes. D&L show a nice…
……关于动态规划的博士论文。如果想轻松入门，可以找点乐子，就像在感恩节吃开胃菜拼盘一样，每次花半小时啃上一小口，推荐 Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》，ISBN 0-12-221860-4，Academic Press，纽约，1977 年。动态规划最惊人的优势之一就是它处理随机性的能力太强了——进而就有了随机最优控制、马尔可夫决策过程理论……
…Ph.D. dissertation in dynamic programming. For an easy introduction, can have fun, like eating from the appetizer plate at Thanksgiving, say, a half hour at a bite from Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming, ISBN 0-12-221860-4, Academic Press, New York, 1977. One of the amazing advantages of dynamic programming is how well it handles randomness -- then have stochastic optimal control, Markov decision theory,…
……飞机上琢磨着他的讲座，……，然后去参加了我的博士口试并顺利通过（猜对我的雇主有加分哦）。一些参考资料（附 TeX 标记）：Stuart E.\ Dreyfus 和 Averill M.\ Law，《{\it The Art and Theory of Dynamic Programming,\/}》ISBN 0-12-221860-4，Academic Press，纽约。\ \ Dimitri P.\ Bertsekas，《{\it Dynamic Programming: Deterministic and Stochastic Models,\/}》ISBN 0-13-221581-0，Prentice-Hall。\ \ George L.\ Nemhauser，……
…plane thought about his lecture, ..., and stood for my Ph.D. orals and passed (extra credit for guessing my employer). Some references (with TeX markup): Stuart E.\ Dreyfus and Averill M.\ Law, {\it The Art and Theory of Dynamic Programming,\/} ISBN 0-12-221860-4, Academic Press, New York.\ \ Dimitri P.\ Bertsekas, {\it Dynamic Programming: Deterministic and Stochastic Models,\/} ISBN 0-13-221581-0, Prentice-Hall.\ \ George L.\ Nemhauser,…
……R. Bellman、G. Nemhauser、R. Rockafellar、R. Wetts、D. Bertsekas、E. Dynkin、W. Fleming、S. Shreve 等人的研究。例如，以下书目附带 TeX 标记：Stuart E.\ Dreyfus 和 Averill M.\ Law，《{\it The Art and Theory of Dynamic Programming,\/}》ISBN 0-12-221860-4，Academic Press，纽约，1977 年。\ \ Dimitri P.\ Bertsekas，《{\it Dynamic Programming: Deterministic and Stochastic Models,\/}》ISBN 0-13-221581-0，Prentice-Hall，恩格尔伍德克利夫斯，……
…work of R. Bellman, G. Nemhauser, R. Rockafellar, R. Wetts, D. Bertsekas, E. Dynkin, W. Fleming, S. Shreve, and more. E.g., there is, with TeX markup, Stuart E.\ Dreyfus and Averill M.\ Law, {\it The Art and Theory of Dynamic Programming,\/} ISBN 0-12-221860-4, Academic Press, New York, 1977.\ \ Dimitri P.\ Bertsekas, {\it Dynamic Programming: Deterministic and Stochastic Models,\/} ISBN 0-13-221581-0, Prentice-Hall, Englewood Cliffs,…
……动态规划的基本概念，那就花一个小时左右研究一下这个主题，你就能掌握它的核心思想。如果想更深入地钻研，可以啃一啃比如 Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》，ISBN 0-12-221860-4，Academic Press。注意针对“线性受控对象”（即被控制的系统）、二次目标函数（比如降低成本或风险）情况下的“确定性等价”……
…basic idea of dynamic programming, then study the topic for an hour or so and you will get the idea. If want to get deeper into the subject, work through, say, Stuart E. Dreyfus and Averill M. Law, 'The Art and Theory of Dynamic Programming', ISBN 0-12-221860-4, Academic Press. and notice the 'deterministic equivalence' for the case of 'linear plant' (the system being 'controlled'), quadratic objective function (say, reduce cost or risk),…
……随机动态规划：Dimitri P. Bertsekas 的《Dynamic Programming: Deterministic and Stochastic Models》。George L. Nemhauser 的《Dynamic Programming》。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R.……
…stochastic dynamic programming: Dimitri P. Bertsekas, Dynamic Programming: Deterministic and Stochastic Models. George L. Nemhauser, Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R.…
先从动态规划、离散时间、离散状态空间且无不确定性的书开始看。Dreyfus 和 Law 写的《The Art and Theory of Dynamic Programming》很不错，里面也涉及了随机情况。它之所以叫动态规划（dynamic programming），是因为随着时间推移、获取的信息越来越多，program 即 planning（规划方案）也在随时间动态调整。D&L 展示了一个很漂亮的……
Start with books on dynamic programming, discrete time, discrete space space, no uncertainty. There's a nice one by Dreyfus and Law, The Art and Theory of Dynamic Programming that also gets into the stochastic case. It's called dynamic programming because the program, that is, the planning, changes dynamically over time as learn more and more as time passes. D&L show a nice…
……关于动态规划的博士论文。如果想轻松入门，可以找点乐子，就像在感恩节吃开胃菜拼盘一样，每次花半小时啃上一小口，推荐 Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》，ISBN 0-12-221860-4，Academic Press，纽约，1977 年。动态规划最惊人的优势之一就是它处理随机性的能力太强了——进而就有了随机最优控制、马尔可夫决策过程理论……
…Ph.D. dissertation in dynamic programming. For an easy introduction, can have fun, like eating from the appetizer plate at Thanksgiving, say, a half hour at a bite from Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming, ISBN 0-12-221860-4, Academic Press, New York, 1977. One of the amazing advantages of dynamic programming is how well it handles randomness -- then have stochastic optimal control, Markov decision theory,…
……飞机上琢磨着他的讲座，……，然后去参加了我的博士口试并顺利通过（猜对我的雇主有加分哦）。一些参考资料（附 TeX 标记）：Stuart E.\ Dreyfus 和 Averill M.\ Law，《{\it The Art and Theory of Dynamic Programming,\/}》ISBN 0-12-221860-4，Academic Press，纽约。\ \ Dimitri P.\ Bertsekas，《{\it Dynamic Programming: Deterministic and Stochastic Models,\/}》ISBN 0-13-221581-0，Prentice-Hall。\ \ George L.\ Nemhauser，……
…plane thought about his lecture, ..., and stood for my Ph.D. orals and passed (extra credit for guessing my employer). Some references (with TeX markup): Stuart E.\ Dreyfus and Averill M.\ Law, {\it The Art and Theory of Dynamic Programming,\/} ISBN 0-12-221860-4, Academic Press, New York.\ \ Dimitri P.\ Bertsekas, {\it Dynamic Programming: Deterministic and Stochastic Models,\/} ISBN 0-13-221581-0, Prentice-Hall.\ \ George L.\ Nemhauser,…
……R. Bellman、G. Nemhauser、R. Rockafellar、R. Wetts、D. Bertsekas、E. Dynkin、W. Fleming、S. Shreve 等人的研究。例如，以下书目附带 TeX 标记：Stuart E.\ Dreyfus 和 Averill M.\ Law，《{\it The Art and Theory of Dynamic Programming,\/}》ISBN 0-12-221860-4，Academic Press，纽约，1977 年。\ \ Dimitri P.\ Bertsekas，《{\it Dynamic Programming: Deterministic and Stochastic Models,\/}》ISBN 0-13-221581-0，Prentice-Hall，恩格尔伍德克利夫斯，……
…work of R. Bellman, G. Nemhauser, R. Rockafellar, R. Wetts, D. Bertsekas, E. Dynkin, W. Fleming, S. Shreve, and more. E.g., there is, with TeX markup, Stuart E.\ Dreyfus and Averill M.\ Law, {\it The Art and Theory of Dynamic Programming,\/} ISBN 0-12-221860-4, Academic Press, New York, 1977.\ \ Dimitri P.\ Bertsekas, {\it Dynamic Programming: Deterministic and Stochastic Models,\/} ISBN 0-13-221581-0, Prentice-Hall, Englewood Cliffs,…
……动态规划的基本概念，那就花一个小时左右研究一下这个主题，你就能掌握它的核心思想。如果想更深入地钻研，可以啃一啃比如 Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》，ISBN 0-12-221860-4，Academic Press。注意针对“线性受控对象”（即被控制的系统）、二次目标函数（比如降低成本或风险）情况下的“确定性等价”……
…basic idea of dynamic programming, then study the topic for an hour or so and you will get the idea. If want to get deeper into the subject, work through, say, Stuart E. Dreyfus and Averill M. Law, 'The Art and Theory of Dynamic Programming', ISBN 0-12-221860-4, Academic Press. and notice the 'deterministic equivalence' for the case of 'linear plant' (the system being 'controlled'), quadratic objective function (say, reduce cost or risk),…