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Dynamic programming

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Dynamic programming is breaking down a problem into smaller sub-problems, solving each sub-problem and storing the solutions to each of these sub-problems in an array (or similar data structure) so each sub-problem is only calculated once.

It is both a mathematical optimisation method and a computer programming method.


Target Group:

Cite as:
Dimitri P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific (2005)

Author of the review:
Ivo Nowak
HAW Hamburg


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Eligius Hendrix

Indeed the handbook of Bertsekas is a very good sourse to get the hand on dynamic programming. However, I also like more theoretical based concepts on Markov Decicion making as the book of Puterman.