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Dynamic Programming and Optimal Control Volume I.pdf
Dynamic Programming
and Optimal Control
Volume I
THIRD EDITION
P. Bertsekas
Massachusetts Institute of Technology
WWW site for book information and
IiJ Athena Scientific, Belmont,
Athena Scientific ABOUT THE AUTHOR
Post Office Box 805
NH 03061-0805
U.S.A.
Dimitri Bertsekas studied Mechanical and Electrical Engineering at
the National Technical University of Athens, Greece, and obtained his
ErnaH: info@ Ph.D. in system science from the Massachusetts Institute of Technology. He
WWW: http://www.athenasc.co:m has held faculty positions with the Engineering-Economic Systems Dept.,
Stanford University, and the Electrical Engineering Dept. of the Univer-
sity of Illinois, Urbana. Since 1979 he has been teaching at the Electrical
Cover Design: Ann Gallager, Engineering and Computer Science Department of the Massachusetts In-
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