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.
It is both a mathematical optimisation method and a computer programming method.
Language/Environments:
Optimization
Target Group:
Basic
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.