Lecture Notes

This section includes two versions of the course notes. The complete notes are from the MIT course, while the short notes are from a series of lectures given by Prof. Bertsekas in Summer 2012.

Course Notes

Readings are from the course textbook:

Buy at Amazon Bertsekas, Dimitri P. Dynamic Programming and Optimal Control, Volume I. 3rd ed. Athena Scientific, 2005. ISBN: 9781886529267.

Buy at Amazon ———. Dynamic Programming and Optimal Control, Volume II: Approximate Dynamic Programming. 4th ed. Athena Scientific, 2012. ISBN: 9781886529441.

Complete course notes (PDF - 1.4MB)

Short Notes

These notes are from a condensed, more research-oriented version of the course.

Short course notes (PDF - 1.5MB)