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Everon

Dynamic programming

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Okay, I guess this may be a longshot, so I apologize in advance for "taking up space." I am looking for the "best" textbook on an introductory course in dynamic programming. I haven't had much luck on the web, and the universities around here have no experts in the field. I thought maybe there might be some engineers out there who might be familiar with the field and have a suggestion. I am a pure mathematician and want to sharpen my applied math skills, and this field just fascinates me. Thanks.

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Yeah, I ran across this, and it is a good intro - but I'm looking for something much more comprehensive, with lots of exercises. This is one of those nasty branches of operations research that boggles the mind until suddenly the light comes on and everything falls into place. I've already "seen the light," but want to become really good at it. Thanks!

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Check out this one: Simulation, 3d edition (2002) by Sheldon M. Ross. You can get through Amazon for about $80; the author is professor of industrial engineering and operations research at Berkeley. It's what I used when I began learning how to model neutron chain reactions, complex networks, weather and financial trading. Good thing your mathematical background is strong, you'll need it ;)


Blutarsky 2008. No Prisoners!

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