Dynamic Programming Books

Maintained by Moshe Sniedovich and Gavin Cole.

Aczel, J., Lectures on Functional Equations and Their Applications , Academic Press, New York, 1966 (See p.2).

Angel, E. and Bellman, R., Dynamic Programming and Partial Differential Equations, Academic Press, New York, 1972.

Aris, R., The Optimal Design of Chemical Reactors, a Study in Dynamic Programming, Academic Press, New York, 1961.

Aris, R., Discrete Dynamic Programming, Blaisdell, New York, 1964.

Beckmann, M., Dynamic Programming of Economic Decisions, Springer-Verlag, New York, 1968.

Bellman, R., Dynamic Programming, Princeton University Press, Princeton, New Jersey, 1957a.

Bellman, R., Adaptive Control Processes : a Guided Tour, Princeton University Press, Princeton, New Jersey, 1961b.

Bellman, R., Introduction to the Mathematical Theory of Control Processes, Vol. 2, Academic Press, New York, 1971.

Bellman, R., Eye of the Hurricane: an Autobiography, World Scientific, Singapore, 1984.

Bellman, R. and Dreyfus, S.E., Applied Dynamic Programming, Princeton University Press, Princeton, New Jersey, 1962.

Bellman, R. , Cooke, K.L. and Lockett, .A., Algorithms Graphs and Computers, Academic Press, New York, 1970.

Bertele, U. and Brioschi F., Nonserial Dynamic Programming, Academic Press, New York, 1972.

Bertsekas, D.P., Dynamic Programming and Stochastic Control, Academic Press, New York, 1976.

Bertsekas, D.P. and Shreve, S.E., Stochastic Optimal Control The Discrete Time Case, Academic Press, New York, 1978.

Bolt, R. A., The Human Interface, Lifetime Learning Publications, Belmont, California, 1984 (See p. 36 and p. 42).

Boudarel, R., Delmas, J. and Guichet, P., Dynamic Programming and its Applications to Optimal Control, Academic Press, New York, 1971.

Capuzzo, D.I., Fleming, W.H. and Zolezzi, T., Editors, Recent Mathematical Models in Dynamic Programming, Springer, Berlin, 1985.

Cooper, L. and Cooper, M.W., Introduction to dynamic programming, Pergamon Press, New York, 1981.

Denardo, E.V., Dynamic Programming Models and Applications, Prentice-Hall, Englewood Cliffs, New Jersey, 1982.

Dreyfus, S.E. and Law, A.M., The Art of Dynamic Programming, Academic Press, New York, 1977.

Esogbue, A.O., Editor, Dynamic Programming for Optimal Water Resources Systems Analysis, Prentice Hall, Englewwod Cliffs, NJ, 1989.

Garey, M. and Johnson, D., Computers and Intractability: A Guide to the Theory of NP-Completeness, W.H. Freeman, San Francisco, 1979.

Hastings, N.A.J., DYNACODE Dynamic Programming Systems Handbook, Management Center, University of Bradford, Bradford, England, 1974.

Hinderer, K., Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter, Springer-Verlag, New York, 1970.

Ho, J.K., Linear and Dynamic Programming with Lotus 1-2-3, MIS Press, Portland, 1987.

Howard, R., Dynamic Programming and Markov processes, Wiley, New York,1960.

Ibaraki, T., Enumerative Approaches to Combinatorial Optimization, J.C. Baltzer AG, Basel, 1987.

Jacobson, D. and Mayne, D., Differential Dynamic Programming, Elsevier, New York, 1970.

Kamien, M.I. and Schwartz, N.L., Dynamic Optimization The Calculus of Variations and Optimal Control in Economics and Management, North-Holland, New York, 1981.

Kaufmann, A., Graphs, Dynamic Programming and Finite Games, Academic Press, New York, 1967.

Kaufmann, A. and Cruon, R., Dynamic Programming, Academic Press, 1967.

Kushner, H., Introduction to Stochastic Control, Holt, Rinehart and Winston, New York, 1971.

Larson, R.E., State Increment Dynamic Programming, Elsevier, New York, 1968.

Larson, R.E. and Casti, J.L., Principles of Dynamic Programming, Part 2, Marcel Dekker, New York, 1982.

Lawler, E.L., Combinatorial Optimization, Holt, Rinehart and Winston, New York, 1976.

Mangel, M, and Clark, CW. Dynamic Modelling in Behavioral Ecology , Princeton University Press, Princeton, NJ, 1988.

Masse, P., Les Reserves et la Regulation de l'Avenir dans la vie Economique, Herman, Paris 1946.

Masse, P., Le Choix des Investissements, Dunod, Paris, 1959.

Moore, R.G., Computational Functional Analysis, Ellis Horwood Limited, Chichester, 1985.

Nemhauser, G.L., Introduction to Dynamic Programming, Wiley, New York, 1966.

Norman, J., Heuristic Procedure in Dynamic Programming, Manchester Unity Press, Manchester, 1972.

Puterman, M.L., Editor, Dynamic Programming and its Applications, Academic Press, Ney York, 1978.

Roberts, S.M., Dynamic Programming in Chemical Processes, Academic Press, 1964.

Ross, S.M., Introduction to Stochastic Dynamic Programming, Academic Press, New York, 1983.

Rudin, W., Principles of Mathematical Analysis, Second Edition, McGraw Hill, N.Y., 1964.

Sengupta, J.K., Stochastic Programming, North-Holland, Amsterdam, The Netherlands, 1972.

Sniedovich, M., Dynamic Programming, Marcel Dekker, New York, 1992.

Thiemann, J.G.F., Analytic Spaces and Dynamic Programming: a Measure-Theoretic Approach, CWI Tracts, CWI, Amsterdam, 1985.

White, D.J., Dynamic Programming, Holden Day, San Francisco, California, 1969.

White, D.J., Finite Dynamic Programming, Wiley, Chichester, 1978.

White, D.J., Optimality and Efficiency, Wiley, New York, 1982.

Whittle, P., Optimization Over Time, Dynamic Programming and Stochastic Control, Volume 1, Wiley, New York, 1982.

Winston, P.H., Artificial Intelligence, (Second Edition), Addison-Wesley, Reading, Massachusetts, 1984 (p. 87,112).

Wolfram, S., Mathematica, Addison-Wesley, New York, 1988.

Yakowitz, S.J., Mathematics of Adaptive Control Processes, Elsevier, New York, 1969.

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